NAB’s market RWAs down 25%

Quarterly RWA reduction partially offset by higher interest rate risk in the banking book

National Australia Bank’s (NAB) market risk-weighted assets (RWAs) fell 25% over the three months to end-September.

Market RWAs totalled A$9.6 billion ($7.1 billion) in Q3, down from A$12.8 billion the prior quarter. The bank said the reduction was model-driven.

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Of the total, A$9.2 billion of RWAs were computed through the internal model approach (IMA), down almost 25% since March. The remainder were assessed using the regulator-set standardised approach (SA), up 20% over the same

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