The Agricultural Bank of China’s (ABC) market risk-weighted assets (RWAs) jumped by 42.4% in the third quarter to their highest level since at least 2012.
The Chinese megabank reported 260.3 billion yuan ($35.9 billion) as of September 30, up from 182.9 billion yuan three months earlier and 49.3 billion yuan at the end of last year.
The sharp increase year-to-date coincides with the implementation of the final Basel III reforms in China at the start of 2024, which require banks to calculate their
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 print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
EU bond funds’ debt securities see largest increase since pandemic
Holdings up €102 billion in November, driven by funds in Luxembourg, Ireland and France
US MMFs clear record one-third of repos via FICC
Trades executed through sponsored access hit a $865 billion high at end-2024
Capital One’s CRE charge-offs creep back up
Office property segment pummelled hardest, as charge-off rates increase twelvefold in Q4
Morgan Stanley overtakes BofA as third-largest FCM by margin in 2024
Marex and Deutsche see sharpest upticks in required client margin for F&O, while Wedbush and Mizuho fall furthest
Clearing members favour domestic sovereign bonds for IM in Q3
Secured cash at commercial banks and central bank deposits also on the rise as part of collateral diversification
CPMI-Iosco report highlights gaps in CCPs’ variation margin practices
Survey finds only a third implement VM pass-through, just 15% net client and house accounts
Regions Bank swells HTM book to curb AOCI volatility
In strategic shift, bank aims to bolster HTM holdings to 25% of securities portfolio
US MMFs tilted from repo to cash USTs in November
Outright allocations captured growing share of funds’ record cash pile