Six Chinese banks set market risk records in Q1

Market RWAs spike 63% overall in first disclosures after rules update

Market risk-weighted assets (RWAs) hit record highs at six Chinese banks in the first quarter of the year after new capital management rules came into effect on January 1.

Across a consistent sample of 11 banks, market RWAs swelled 62.8% quarter on quarter to an aggregate of two trillion yuan ($274.6 billion).

Of the record-setting banks, China Merchants Bank increased its market RWAs the most proportionally – more than doubling them to 201 billion yuan. Industrial and Commercial Bank of China

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