China’s ABC, BoC buck H1 trend and cut market risk

Market risk charges keep rising at CCB, ICBC and all non-systemic banks

Chinese systemic dealers Agricultural Bank of China (ABC) and Bank of China (BoC) curtailed market risk capital requirements in the first half of the year, taking a starkly divergent trajectory from local rivals, where the same classes of charges continued to rise unabated.

Market risk-weighted assets (RWAs) fell 22% at ABC and 7% at BoC – to 82.4 billion yuan ($12 billion) and 124.6 billion yuan, respectively – following similar cuts in the second half of last year.

  !function(e,i,n,s){var t

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