Risk-weighted assets (RWAs)
US regulators throw banks a curveball on committed credit lines
New Basel III charge on undrawn facilities will hit largest banks in areas like fund finance and credit cards
Un-American or un-JPM? Surcharge rethink divides G-Sibs
Some see sense in rethink to funding indicator, others call for a backtrack
Wall Street giants rack up VAR breaches
Goldman hit hardest as JP Morgan, BofA and Morgan Stanley also exceed model forecasts in Q1
RBI’s modelled market RWAs jump on Tarf stress shock
FX volatility scenario for 2009 drives sharp rise in stressed VAR under internal models approach
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RWAs linked to stressed component bloat €3.5 billion on switch in historical reference period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