EU banks pare back commodities risk
Risk-weighted assets for commodities trading positions under standardised approach fall almost 30%
Trading risk exposures measured using the standardised approach (SA) fell back slightly across European Union banks in the nine months to end-June 2019, with those related to commodities positions dropping the most.
Aggregate SA market risk-weighted assets (RWAs) of those firms included in the latest EU-wide transparency exercise totalled €281.4 billion ($314.5 billion) as of June 30, 2019, down €4 billion (1.4%) on end-September 2018.
Total SA market RWAs of the banks included in the 2018 EU
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