

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