Synthetic deals drive securitisation RWA surge at EU banks

- By Joshua Walker
- 28 Apr 2025

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Several European banks reported sharp increases in securitisation risk-weighted assets (RWAs) in the final quarter of 2024, driven largely by synthetic transactions at BNP Paribas and Raiffeisen Bank International.

The French bank recorded the largest absolute increase, with securitisation RWAs climbing 23.3% to €20.7 billion ($22.8 billion) – the highest level since at least 2016.

RBI’s securitisation RWAs surged 44.8% to a record €2.9 billion. BBVA saw a 59.9% jump to €1.2 billion, while

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