RWA density at Goldman drops to seven-year low
Change to the distribution of the bank’s exposures by risk weighting likely contributed to the reduction
Risk-weighted asset (RWA) density fell at Goldman Sachs in the second quarter of this year to its lowest point on public record, Risk Quantum analysis shows.
The bank’s density, calculated as standardised RWAs divided by total assets, dropped 91 basis points to 44.8% at end-June, compared with 45.9% in Q1 and 49.3% in the year-ago quarter.
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