Standardised market RWAs surge at EU banks

UniCredit and BNP Paribas among dealers affected by new FX risk guidelines

European Union lenders saw charges for market risk surge multifold in the first quarter, as new rules on the capitalisation of foreign exchange positions kicked in.

A Risk Quantum analysis of 18 banks – including seven of the bloc’s eight global systemic lenders – found that 12 reported higher market risk-weighted assets (RWAs) assessed using the standardised approach.

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