News

Law

Asset Management

Investment Banking

Wealth

Hedge Funds

People

Newsletters

Events

Lists

European banks face RWA headache

A potential convergence in the way US and European banks calculate their risk-weighted assets could create a $15bn-plus capital hole at Europe's four largest banks

A potential convergence in the way US and European banks calculate their risk-weighted assets could create a $15bn-plus capital hole at four of Europe's largest banks, according to new research, with Barclays and Deutsche Bank hardest hit.

In a note published yesterday morning, JP Morgan's banks research team, led by Kian Abouhossein, set out the discrepancies between how different banks approach calculating their market RWAs.

WSJ Logo