

SA-CCR to add up to £5bn to Lloyds’ RWAs
Further headwinds are expected to come from CRD IV implementation
The switch to a new leverage regime and the implementation of new models related to mortgages are expected to increase Lloyds’ risk-weighted assets (RWAs) on January 1, 2022.
The move to the standardised approach to counterparty credit risk (SA-CCR) – a more risk-sensitive framework than the current exposure method – will increase the bank’s RWAs by £3 billion–5 billion ($4 billion–7 billion) at the start of next year.
Lloyds’ CCR RWAs fell £75 million to £5.9 billion in the second quarter
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