First Citizens records steepest climb in HFI loan risk-weights
Regional lender led US banks in HFI risk-weight growth in Q2 as scrutiny of loan books deepens
The average risk-weight on First Citizens Bank’s loans held-for-investment (HFI) climbed by 4.7 percentage points in the second quarter, the largest rise among 236 US banks for which comparable figures are available, Risk Quantum analysis shows.
The shift was driven by HFI loans assigned a 20% risk-weight plummeting 94.2% to $491 million, with the 100% risk-weighted bucket rising by 7.2% to $115.4
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