Deutsche slashed ‘bad bank’ RWAs in H1

Risk-weighted assets at Deutsche Bank’s holding pen for unwanted assets – the capital release unit (CRU) – dropped €1.6 billion ($1.9 billion) over the three months to end-June, boosting the group’s capital ratio by 13 basis points.

RWAs at the CRU amounted to  €42.5 billion at end-June, down 4% on Q1 and 7% on end-2019. 

RWAs linked to credit risk and credit valuation adjustment (CVA) fell sharpest over the first half of the year, offsetting increases to those tied to market risk.

 

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