Wells Fargo eyes escape from Collins floor

Wells Fargo anticipates its binding risk-based solvency ratio will be set using internally-modelled risk-weighted assets (RWAs) in the near future, which it says will lower its overall regulatory capital burden.

Under US rules, top banks calculate their RWAs using both the regulator-set standardised approach (SA) and advanced approaches (AA), which allow the use of firms’ own models. Whichever method produces the largest amount of RWAs is used to set that bank’s binding requirement. 

At end

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: