Standardised market RWAs surge at EU banks

- By Lorenzo Migliorato
- 01 Jun 2022

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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