SA extends reach over EU banks’ market and op risk

Regulator-devised models have been capturing a bigger chunk of RWAs through the pandemic

Regulator-set approaches to quantify European Union (EU) banks’ market and operational risk have been expanding their reach over the course of the pandemic, the European Banking Authority’s (EBA) latest transparency exercise shows.

Across a constant sample of 102 banks, the standardised approach (SA) covered 35% of aggregate market risk-weighted assets (RWAs) as of end-June, up from 28% a year prior.

  //

 

Standardised RWAs made up 45% of total op RWAs at the end of the second quarter, up

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: