Citi edges towards Collins floor

The gap between standardised and advanced RWAs has shrunk significantly during Q1

The upward trajectory of regulator-set risk-weighted assets (RWAs) at Citi puts the bank on course to fall below the so-called Collins floor, meaning its binding risk-based capital requirement could soon be set via the standardised approach. 

Total modelled RWAs, also known as advanced approaches RWAs, rose by just 0.7%, or $8.6 billion, in the three months to end-March. In contrast, standardised RWAs jumped 3.2%, or $38.5 billion, over the same period, closing the gap between the two measures

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