Citibank 2015 Annual Report Download - page 66

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Citigroup Risk-Weighted Assets Under Basel III (Full Implementation) at December 31, 2015
Advanced Approaches Standardized Approach
In millions of dollars Citicorp
Citi
Holdings Total Citicorp
Citi
Holdings Total
Credit Risk $ 736,641 $ 79,819 $ 816,460 $1,015,070 $ 72,629 $1,087,699
Market Risk 70,715 4,102 74,817 71,029 4,156 75,185
Operational Risk 275,921 49,079 325,000 — — —
Total Risk-Weighted Assets $1,083,277 $133,000 $1,216,277 $1,086,099 $ 76,785 $1,162,884
Citigroup Risk-Weighted Assets Under Basel III (Full Implementation) at December 31, 2014 (1)
Advanced Approaches Standardized Approach
In millions of dollars Citicorp
Citi
Holdings Total Citicorp
Citi
Holdings Total
Credit Risk $ 752,247 $127,377 $ 879,624 $1,023,961 $104,046 $1,128,007
Market Risk 95,824 4,657 100,481 95,824 4,657 100,481
Operational Risk 255,155 57,345 312,500 — — —
Total Risk-Weighted Assets $1,103,226 $189,379 $1,292,605 $1,119,785 $108,703 $1,228,488
(1) Restated to reflect the retrospective adoption of ASU 2014-01 for LIHTC investments, consistent with current period presentation.
Total risk-weighted assets under both the Basel III Advanced Approaches
and the Standardized Approach declined from year-end 2014 primarily due
to a decrease in credit risk-weighted assets resulting from the impact of FX
translation and the ongoing decline in Citi Holdings assets, as well as a
decline in market risk-weighted assets. In addition, partially offsetting the
decrease in total risk-weighted assets under the Advanced Approaches was
an increase in operational risk-weighted assets reflecting an evaluation of
ongoing events in the banking industry, as well as continued enhancements
to Citi’s operational risk model.