Goldman’s market RWAs grew $14.9 billion in Q1
The increase was largely due to higher VAR and SVAR measures
Goldman Sachs’ standardised market risk-weighted assets (RWAs) jumped 22% to $83.6 billion in the first quarter of 2021 – the most of the eight systemic US banks.
The increase was largely due to higher value-at-risk-based measures. Capital requirements for VAR- and stressed VAR-based RWAs increased by 10% to $1.3 billion and 31% to $3.3 billion, respectively.
On aggregate, market RWAs rose at five of the eight largest US banks, up 3% to $493 billion at end-March. Morgan Stanley, Citi, JP
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