SVAR updates push Barclays’ modelled market charges up 9%

Trading portfolio regulatory risk gauge up 52% over the second half of 2023

Barclays’ modelled market risk-weighted assets (RWAs) rose 8.7% in the fourth quarter of 2023, driven largely by the stressed value-at-risk (SVAR) component. 

RWAs stemming from SVAR increased by £1.5 billion ($1.9 billion) to £11.2 billion. The bank attributed the rise to unspecified model updates.

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