NatWest reaps benefits of PRA’s market risk relief

Risk-weighted assets for trading exposures fell 11% at NatWest Group over the three months to end-June, partly due to market risk capital relief measures introduced by the Prudential Regulation Authority (PRA).

Market RWAs at the UK bank totalled £11.5 billion ($15.1 billion) in Q2, making for a minimum risk-based capital requirement of £922 million. RWAs amounted to £13 billion at end-March. The bank said the UK regulator’s decision to mitigate the effects of coronavirus-induced market

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: