BNY Mellon, Goldman join Citi in escaping Collins floor

Outpaced drop in standardised RWAs pushes banks above threshold – but custodian only bank to reap benefits

BNY Mellon and Goldman Sachs escaped the so-called Collins floor in the fourth quarter of 2022, as their internally modelled risk-weighted assets (RWAs) ended up above those calculated using the regulator-set standardised approach.

At Goldman, a steep retreat in standardised RWAs opened a $30 billion gap with the modelled figure, which was previously $13.5 billion lower. The bank reported $649 billion using the standardised approach and $679 billion under its own models.


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