SEB model shifts nearly treble standardised RWAs
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Baltic portfolio transfer lifts credit RWAs and shaves 16bp from CET1 ratio
Skandinaviska Enskilda Banken’s (SEB) standardised credit risk-weighted assets (RWAs) nearly trebled in the second quarter after the lender transferred several portfolios from the internal ratings-based (IRB) approach.
Standardised credit RWAs rose to Skr169.7 billion ($17.7 billion) as of June 30, from Skr59.3 billion three months earlier. IRB RWAs fell 9.2% to Skr482.3 billion.
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