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
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