At Canada’s ‘Big Five’, counterparty and op RWAs grew in 2020

Aggregate risk-weighted assets (RWAs) at Canada’s top lenders barely edged up over the 12 months to end-January. However, the slight overall rise masked a big increase in those RWAs linked to counterparty credit risk (CCR) and operational risk.

CCR RWAs across BMO, CIBC, RBC, TD Bank and Scotiabank hit C$134 billion ($106 billion) in aggregate at end-January, up 9% on the year prior. These increased the most at RBC, by 22% to C$56.9 billion.

Op RWAs at the ‘Big Five’ jumped 5% over the same

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: