SA-CCR to add up to £5bn to Lloyds’ RWAs

- By Joasia E. Popowicz
- @joasiaepopowicz
- 30 Jul 2021

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

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