Regulation triple-whammy lops 63bp off StanChart’s CET1
January 1 saw the introduction of SA-CCR, curbs on IRB modelling and the reversal of software capitalisation benefits
Standard Chartered’s risk-weighted assets (RWAs) jumped by $6.3 billion at the stroke of midnight on January 1, as the bank implemented the revised standardised approach to counterparty credit risk (SA-CCR) and regulator-mandated fixes to its internal credit risk models.
The tweaks inflated credit and counterparty credit RWAs by 3% compared with December 31, to $226 billion, and shaved 31 basis
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
HSBC leads F&O funds surge in turbulent January
US FCM adds $2.1bn in customer funds in two weeks
Itaú Unibanco capital ratio slides ahead of Brazil tax shift
Capital distributions drag CET1 lower as higher RWAs also bite
China-led pullback drags Apac cross-border credit lower
Emerging Asia posts $46bn outflow as other EMDE regions expand
CaixaBank lifts structural deposit hedges to two-year high
Receiver swap notional climbs to €68bn as bank guards NII
DFAST 2026 softens again, but SCB freeze blocks capital gains
Banks to miss out on any capital relief from gentler scenario
Huntington’s CRE loans spike 42% after Veritex acquisition
Criticised loans hit five-year high following $1.3bn portfolio expansion
NBFIs dominate US cross-border credit growth in Q3
Cross-border lending to US shadow banks rose $157 billion, second-highest level in five years
Wells Fargo posts fastest assets growth among US G-Sibs
Post-cap assets climb to $2.15 trillion, outpacing peers
