CVA risk hits record highs at DBS and UOB
Singaporean banks post biggest RWA increases since 2022
Credit valuation adjustment (CVA) risk-weighted assets (RWAs) spiked at two Singaporean banks in the second quarter, reaching their highest levels since at least 2018.
DBS Bank’s CVA RWAs climbed 12% to S$10.8 billion (US$8.4 billion), while United Overseas Bank (UOB) saw growth of 15.5% to S$4.1 billion.
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