Market, interest rate risks surged at Commonwealth Bank in H1

The financial fallout of the coronavirus crisis caused market risk-weighted assets (RWAs) to more than double at Australia’s Commonwealth Bank over the first six months of the year. Capital required to cover interest rate risk in the banking book (IRRBB) also leapt 23% as yield curves flattened in response to the worldwide slashing of rates.

As of end-June, the bank’s total RWAs amounted to A$454.9 billion ($325.7 billion) and its Common Equity Tier 1 (CET1) capital ratio 11.6%, barely changed

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 copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

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