Standardised market charges rose faster at IMA users in H1
Market convulsions and structural FX hedge crackdown felt less acutely at SA-only banks, finds EBA data
As European banks absorbed new FX exposures and navigated haywire volatility, standardised market risk-weighted assets climbed far higher at lenders that adopt a mix of internal and regulator-set approaches than they did at those only using the latter, a Risk Quantum analysis of European Banking Authority data for the first half of the year shows.
Across 77 banks that model positions entirely through the standardised approach (SA), market RWAs rose 23% between January and June, to an aggregate
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