RWA increase puts ABN’s core ratio closer to Basel III estimate
Higher RWAs shrink gap between actual and pro forma ratios
ABN Amro saw its Common Equity Tier 1 (CET1) ratio converge sharply towards its expected level under the final Basel III reforms in the fourth quarter, mainly the result of regulatory add-ons that increased risk-weighted assets (RWAs).
The bank reported a CET1 ratio of 16.3% at end-December, just 30 basis points higher than what it estimates the ratio will be in 2025. In the third quarter, the
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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Barclays, JPM drive record FCM funds growth in 2025
Futures, options and swaps customer funds log biggest annual jump since 2020
PNC emerges as top regional player in private credit
Lender ranks second only to Bank of America for loans to business credit intermediaries
Apple credit card acquisition pushes JP Morgan above Collins floor
Modelled RWAs overtake standardised output for first time since Q3 2016
Non-cleared derivatives margining jumps after framework rollout
Margin-to-notional ratio trails early regulatory estimates
Pinnacle-Synovus merger could create cat IV bank by year-end
$100bn threshold breach looms, but Fed’s Bowman plan could blunt impact
Bowman’s GDP-linked proposal would lift bank thresholds by 42%
Recalibration would push five banks out of category III and leave Synchrony and Flagstar below the large-bank line
Credit card rate cap would cut NII by over 40% at top lenders
Synchrony, Capital One and Amex face steep losses under Trump’s proposed 10% ceiling
Santander SVAR surge lifts IMA RWAs 22%
Third-quarter spike contrasts with broad European declines
