Lloyds’ standardised market risk charges tripled in Q1

Hedging-related setback pushes market RWAs to an all-time high

Lloyds Banking Group reported a threefold increase in its standardised market risk charges, reaching a record high in the first quarter of the year. The bank attributed the rise to an unspecified hedging-related development.

Market risk-weighted assets (RWAs) assessed via the regulator-set methodology rose to £2.1 billion ($2.65 billion) at the end of March, up from £668 million three months earlier.

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