Risk-weighted assets (RWAs)
Equity and securitisation RWAs surge at Chinese banks
Eight of 12 lenders hit new highs for equity RWAs in Q4
Basel III endgame: overall relief hides winners and losers
G-Sibs gain from surcharge reform while AOCI hits regional banks
Saudi National Bank equity RWAs surge on Basel phase-in
Year-end risk-weight rise of 60pp triggers 18.2% spike in risk charges
US G-Sibs ease off TLAC build as buffers plateau
Loss-absorbing buffers edged lower across most major banks at end-2025
BPCE VAR exceptions lift capital add-on
Three breaches in H2 2025 push bank into amber zone, raising capital add-on
Deutsche’s IMA RWAs jump 12% on SVAR recalibration
RWAs linked to stressed component bloat €3.5 billion on switch in historical reference period
UBS’s market RWAs fall below pre-FRTB levels
Charges drop 15.8% in Q4 as legacy assets continue to roll off
ABN Amro cuts €1.7bn of RWAs through Blackstone SRT
Deal with asset manager forms bank’s second synthetic transfer in 2025
Limited RWA gains support rethink on Fed output floor
Advanced approaches cut RWAs only marginally across US banks
HSBC, Mizuho, US Bancorp ensnared by endgame CVA rule
Notional-based backstop leaves most banks exempt from capitalising non-cleared trades
FRTB internal models: quo vadis?
Two risk experts explore how to adjust the FRTB framework to promote internal model usage
Goldman tripped up by VAR in Q4
BNY and Citizens also record backtesting exceptions
Exposures with undisclosed risk-weights hit new highs at US banks
Assets in the ‘other’ category of standardised risk-weights grow to $700bn
Fed review of mortgage servicing risk-weight to help Western Alliance most
Bowman proposal to revisit 250% risk-weight could reshape $92 billion of RWAs
Itaú Unibanco capital ratio slides ahead of Brazil tax shift
Capital distributions drag CET1 lower as higher RWAs also bite
Wells Fargo posts fastest assets growth among US G-Sibs
Post-cap assets climb to $2.15 trillion, outpacing peers
The state of IMA: great expectations meet reality
Latest trading book rules overhaul internal models approach, but most banks are opting out. Two risk experts explore why
Apple credit card acquisition pushes JP Morgan above Collins floor
Modelled RWAs overtake standardised output for first time since Q3 2016
ALM has no formal role in capital planning at a third of banks
Risk Benchmarking study finds banks split three ways on policy mandates, with G-Sibs as likely as small regionals to assign ALM formal responsibility
Santander SVAR surge lifts IMA RWAs 22%
Third-quarter spike contrasts with broad European declines
Wells Fargo bucks peers with rise in CCP default fund contributions
Heavier clearing drives bank’s balance to new high in Q3