Finma add-on inflates Credit Suisse’s credit RWAs

The Sfr5.8 billion additional capital buffer accounts for two-fifths of bank’s quarterly increase

Credit Suisse’s credit risk-weighted assets (RWAs) increased by Sfr13.7 billion ($15.2 billion) in the first quarter, after the Swiss regulator imposed a temporary add-on in response to the Archegos Capital blowout.

Credit RWAs hit a 12-month high of Sfr148.4 billion at end-March, up 10% from the previous quarter. Just over two-fifths of the quarterly increase was due to the additional capital buffer of Sfr5.8 billion imposed by Finma.

  //

 

The bank’s credit RWAs calculated under the

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: