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 or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: