RWA density rises at Citi, BNY Mellon and State Street

The eight US G-Sibs reported total assets of $14.2 trillion, up 5% quarter on quarter

Three US global systemically important banks (G-Sibs) – State Street, BNY Mellon and Citi – became more risky in the first quarter of the year, Risk Quantum analysis shows.

State Street’s risk-weighted asset (RWA) density – calculated as standardised RWAs divided by total assets – rose the most, hitting 39% at end-March, up from 37% the previous quarter.

The Boston-based custodian reported total assets of $317 billion in the first quarter, up $2.2 billion quarter on quarter. RWAs stood at $124

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