Shift to SEC-SA pushes Helaba’s charges for securitisation exposures to record high

Standardised RWAs account for 63% of the bank’s total following fivefold increase

Helaba’s capital requirements for securitisation exposures rose to an all-time high in the first quarter after the bank shifted a significant amount of underlying exposures under the securitisation standardised approach (SEC-SA).

SEC-SA risk-weighted assets (RWAs) increased nearly fivefold to €1.6 billion ($1.7 billion) from €329 million, eclipsing the previous record of €518 million set in Q1 2020.

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