SEB model shifts nearly treble standardised RWAs
SEB model shifts nearly treble standardised RWAs – Risk.net Skip to main content End of drawer navigation content 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…