StanChart market RWAs surge to record $37bn
SVAR jump alongside higher interest rate and FX risk behind Q1 spike
Standard Chartered reported $36.7 billion of market risk-weighted assets (RWAs) in the first quarter, up 29.9% since the end of last year, and a record high figure for the bank.
The jump marked the largest quarter-on-quarter increase in both absolute and proportional terms going back to 2016.
RWAs were almost evenly split between those calculated under the standardised approach – which rose 31.1%
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