Natixis’s market RWAs grew 49% over Q2

- By Abdool Fawzee Bhollah and Louie Woodall
- 03 Aug 2020

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

French bank Natixis saw its market risk-weighted assets (RWAs) hit €18.2 billion ($21.4 billion) over Q2, up from just €12.2 billion at end-March, the result of surging risk-of-loss estimates for its trading book and a portfolio of trades supposed to offset the earnings-sapping effects of derivatives valuation adjustments.

Total RWAs amounted to €103.3 billion at end-June, up 3% quarter-on-quarter. In contrast to market RWAs, credit RWAs decreased 2% to €63 billion and counterparty credit RWAs

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net