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.

  //

 

These rose 356% at UniCredit, to €3.8 billion ($4.1 billion), and 351% at Handelsbanken, to €3.1 billion. Erste

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: