Securitisations lowered Intesa’s credit RWAs in Q4

Synthetic securitisation shaved €2.2 billion off of credit RWAs alone

A flurry of securitisation activity at end-2020 cut €4.6 billion ($5.4 billion) from Intesa Sanpaolo’s credit risk-weighted assets in the last quarter of the year, helping to offset RWA growth due to a loan build-up and a deterioration in portfolio creditworthiness.

Overall, credit RWAs fell €3.5 billion over the last three months of the year to €266.4 billion. Intesa said €2.2 billion of credit RWAs were cut after completion of a synthetic securitisation and €1 billion via a traditional

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 or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a 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