Modelled RWAs fall at BNY Mellon
Gap between RWAs calculated under the two approaches shrinks
BNY Mellon reduced the gap between its internal model-calculated risk-weighted assets (RWAs) and those generated under the regulator-set standardised approach by 4.3% in the first quarter of the year.
The bank cut its advanced approaches RWAs, determined using its own models, by $2.1 billion, or 1.2%, from $173 billion to $171 billion in the three months to March 31.
This RWA amount serves as the denominator for the firm’s binding risk-based capital ratios, as determined by the Collins
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