Barclays’ risk pare-back sees market RWAs fall £3bn
The majority of market risk is now assessed under the regulator-set standardised approach
Barclays’ market risk-weighted assets (RWAs) shrank by £3.4 billion ($4.7 billion) over the third quarter of the year, as the bank continued to scale back its higher-risk activities.
Market RWAs totalled £32.5 billion at end-September, down 9% in three months, driven entirely by a decrease in book size. The bank said it had cut risk in equities and counterparty trading.
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