US banks’ RWA density dwarfs that of European peers

Truist, Capital One and PNC Bank lead with risk density above 65%

Assets held by US banks were significantly riskier than those held by their European Union and UK peers in the second quarter, though the gap narrowed slightly from three months prior.

A Risk Quantum analysis of 39 banks shows the risk-weighted asset density – calculated as RWAs divided by leverage exposure – averaged 43.9% at 13 US banks. This compares to 30.8% at 21 European dealers and 25.6% at five UK banks.

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