

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
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 [email protected]
Copyright Infopro Digital Limited. All rights reserved.
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 [email protected]
More on Risk Quantum
7 days in 60 seconds
Bank capital, margining and the return of FX
The week on Risk.net, December 12–18
Receive this by email