Modelled RWAs diverge from standardised at Wells Fargo

Gap between the two methodologies hits $152bn – its widest ever

Wells Fargo’s standardised and modelled risk-weighted assets (RWAs) further diverged in the third quarter of the year, pushing the bank the farthest it has ever been from escaping the so-called Collins floor, Risk Quantum analysis shows.

As of end-September, RWAs totalled $1.11 trillion when calculated using the advanced approach, which uses the bank’s own inputs and assumptions, against $1.26 trillion when computed using the Basel III one-size-fits-all standardised approach.


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 or view our subscription options here:

You are currently unable to copy this content. Please contact 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 View our subscription options

You need to sign in to use this feature. If you don’t have a 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