Citi’s modelled RWAs outpace standardised by record $152bn
Widening RWA output gap puts Collins floor back in spotlight
Citi recorded its largest-ever gap between risk‑weighted assets (RWAs) under the standardised and advanced approaches in the second quarter, fuelling ongoing concerns that the former may lack the sensitivity to accurately capture banks’ true risk exposures.
The gap between the two figures widened to $152 billion, marking a record 11.4% divergence since the bank began reporting them in 2015.
Over
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