Securitisations lowered Intesa’s credit RWAs in Q4
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
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