Modelled RWAs at systemic banks undershoot standardised by $441bn
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Wells Fargo and Bank of America have largest gap between internal and regulator-set models
Internally modelled risk-weighted assets (RWAs) at the largest US banks diverged further from the standardised model in the second quarter of 2026 than at any point in the past four years.
Overall, US global systemically important banks (G-Sibs) disclosed $7.79 trillion in RWAs under the advanced approach, which uses banks’ internal models to calculate exposures. By comparison, RWAs totalled $8.23
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