China, US banks show highest global RWA density
American Express leads with risk density over 70%, ahead of Capital One and Truist
Nineteen of the 20 banks with the highest risk-weighted asset (RWA) densities in the third quarter were based in China or the US, highlighting how the riskiest portfolios were heavily concentrated in just two jurisdictions. Across the 75 banks in nine regions analysed by Risk Quantum, the two countries also housed the highest and third-highest average risk densities.
Among these 20 banks, 11 were
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