Operational risk-weighted assets (RWAs) at the three Japanese global systemically important banks (G-Sibs) rose by 9.5% on aggregate in the three months to September 30, marking the largest quarterly ...
As of end-September, the three lenders applied foundation (F-IRB) or advanced IRB (A-IRB) approaches to calculate 93%, 90.9% and 88% of their respective credit risk-weighted assets (RWAs), the highest ...