The risk-weighted assets (RWAs) of the eight too-big-to-fail US banks drifted lower over Q3, but at a slightly slower rate than the prior quarter. RWA amounts as calculated using banks’ own internal models also fell faster than when measured using the regulator-set standardised approach.

#### 7 days in 60 seconds

###### Fallbacks, Libor and the cultural risks of lockdown

The week on Risk.net, November 14-20, 2020