Ulster Bank exit sheds £8.7bn off NatWest’s A-IRB credit RWAs

Reversal to standardised approach helps lower capital charges in Q3 despite €514m exit costs

NatWest’s modelled credit risk charges fell almost 8% in the third quarter, after the bank reverted to the standardised approach to calculate capital requirements for Ulster Bank, a wholly owned subsidiary in the Republic of Ireland.

Credit risk-weighted assets assessed under the advanced internal ratings-based (A-IRB) approach stood at £101 billion ($116 billion) at end-September, down £8.7 billion over the previous three months. On the flip side, standardised RWAs rose £6.5 billion to £25.7

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