Risks building at Goldman and Wells Fargo

RWA density edged higher at two dealers in the third quarter

Two US systemic banks – Goldman Sachs and Wells Fargo – became more risky in the third quarter of the year, Risk Quantum analysis shows.

Wells Fargo’s risk-weighted asset (RWA) density – calculated as standardised RWAs divided by total assets – rose the most, hitting 62.4% at end-September, up from 61.1% the previous quarter.

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