Credit risk exposures shrink share of top UK banks’ RWAs

Barclays reported the biggest drop, both on a quarterly and yearly basis

Credit and counterparty credit risk (CCR) exposures decreased their share of total risk-weighted assets (RWAs) at the five top UK banks over the 12 months to end-March, with Barclays reporting the biggest change.

Aggregate credit and CCR exposures across Barclays, Lloyds, HSBC, NatWest and Standard Chartered accounted for 76% of total RWAs at the end of the first quarter, down 31 basis points from Q4 2020 and 73bp from a year prior. It is the lowest proportion since Q3 2017.

Total credit and

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net 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 Risk.net? View our subscription options

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