Change to risk-weight floor amps EU banks’ securitisation RWAs
Top eurozone dealers saw capital charges for their securitisation exposures lurch higher over the first half of the year, in part due to a mandatory change to the risk-weight floor used to backstop assessments of their creditworthiness.
Deutsche Bank led a set of four systemically important eurozone lenders in risk-weighted asset (RWA) amounts for securitisation exposures in the banking book. These increased 22% over the six months to end-June, to €14.2 billion ($16.8 billion). Trading book
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Banks
Risk Management
After bruising EU model review, banks ask: ‘Why bother?’
Post-Trim changes erode capital savings from internal models while raising their running costs
Receive this by email