Citi, Goldman edge above Collins floor

Both banks’ risk-based capital requirements will be set using advanced approach

Abrupt spasms to the risk-adjusted value of assets held by Citi and Goldman Sachs saw the two banks escape the regulator-set standardised approach for calculating their capital requirements in Q1. For now, their minimum risk-based charges will be determined using their own internal models.

The two banks both posted risk-adjusted assets as calculated using the advanced approach, which uses their own data inputs and modelling techniques, in excess of these same assets risk-weighted using the

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