Standardised approach extends reach over US banks’ credit and market risk

Gap between standardised and advanced RWAs at its widest ever for BofA, BNY Mellon, Morgan Stanley and Wells Fargo

Standardised and modelled risk-weighted assets (RWAs) at six systemic US banks diverged sharply in the first quarter of the year, pushing Bank of America, BNY Mellon, Morgan Stanley and Wells Fargo the farthest they have ever been from escaping the so-called Collins floor, Risk Quantum analysis shows.

Since 2015, US banks that use the advanced approaches to weight exposures must also calculate RWAs under the regulator-set standardised approach. If modelled RWAs are below 100% of standardised

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