PNC's risk-based capital measures diverge
The gap between modelled and standardised risk-weighted assets grew by more than 15% at US regional bank PNC in the first quarter of this year.
Standardised RWAs were almost flat quarter-on-quarter, edging down from $316.1 billion to $315.7 billion, whereas RWAs calculated under advanced approaches – meaning the bank's own models – fell by $3.9 billion, from $285.2 billion to $281.3 billion. The gap between the two now stands at $34.4 billion. In March 2017, it was $29.5 billion.
PNC’s common
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