UK banks’ CVA capital charges drop 24% in 2017

Total risk-weighted assets across UK banks fell 1.8% in Q4 2017 from the previous quarter, and by 6.2% on the year, according to figures published by the Bank of England (BoE).  

The most dramatic reduction in percentage terms was to credit valuation adjustment (CVA) RWAs, which dropped 24% over the last 12 months, from £150 billion to £114 billion. Credit RWAs decreased the most in sterling terms – by £131 billion, or 5.9%.

Total RWAs fell from £3,091 billion ($4,356 billion) to £2,898

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net 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 Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net 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