Goldman’s op RWAs fall 8% in Q2
Removal of op risk events from AMA model dataset reduced capital requirement
Operational risk-weighted assets (RWAs) fell 8% at Goldman Sachs in the second quarter of the year, as a series of past op risk events fell out of the internal loss data used to calculate its requirements.
Total op RWAs stood at $107.2 billion at end-June, compared with $116.7 billion the quarter prior and $113.6 billion the same quarter a year ago.
The bank’s total RWAs, calculated under the advanced approach, rose $1.9 billion in Q2 to $558.5 billion, as higher credit RWAs more than offset
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