Banking sector regulatory capital - 2022 Q2

This quarterly statistical release shows levels of capital and risk-weighted assets for the UK banking sector. It includes breakdowns of the movements in different tiers of capital and risk exposure types, and overall capital ratios.
Published on 30 September 2022

Key points:

  • The Common Equity Tier 1 (CET1) capital ratio for the UK banking sector increased by 0.2 percentage points on the quarter to 15.5%.
  • The level of CET1 capital increased by 4.7% on the quarter, from £447bn to £468bn.
  • There was a 3.1% increase in total risk-weighted assets on the quarter, from £2,919bn to £3,010bn.

Table A: Capital ratios and levels of capital and risk-weighted assets in the UK banking sector (a)

2021 Q2

2021 Q3

2021 Q4

2022 Q1

2022 Q2

One quarter

Four quarters

Ratios (per cent)

Change (percentage points)

Total capital

21.6

21.8

22.1

20.1

20.5

0.4

-1.2

Tier1

18.6

18.8

19.1

17.3

17.6

0.3

-1.0

CET1

16.4

16.5

16.8

15.3

15.5

0.2

-0.8

Values (£ billions)

Change (per cent)

Total capital

600

611

606

587

616

4.9

2.7

of which: Tier1

517

527

525

506

531

4.9

2.7

of which: CET1

454

463

461

447

468

4.7

3.1

of which: Tier2

83

83

81

81

85

4.9

2.4

Risk-weighted assets

2,774

2,801

2,749

2,919

3,010

3.1

8.5

Footnotes

  • (a) Figures throughout this document may not correspond exactly due to rounding.

Chart 1: Capital ratios for the UK banking sector

Chart 2: Contributions to quarterly change in total capital ratio (a) (b)

Footnotes

  • (a) See further details about these data for information on the calculation of these contributions.
  • (b) Data for all charts has been sourced from the banking sector regulatory capital data tables.

Table B: Risk-weighted assets by risk type (£ billions) (a)

2021 Q2

2021 Q3

2021 Q4

2022 Q1

2022 Q2

One quarter

Four quarters

Values (£ billions)

Change (per cent)

Total risk-weighted assets

2,774

2,801

2,749

2,919

3,010

3.1

8.5

Credit and counterparty risk

2,012

2,032

1,973

2,115

2,180

3.1

8.3

Market risk

379

384

397

404

418

3.5

10.3

Operational risk

288

291

287

290

304

4.8

5.6

Credit Valuation Adjustment

69

72

67

73

79

8.2

14.5

Other

26

22

24

37

28

-24.3

7.7

Footnotes

  • (a) The categories of risk-weighted assets used are as defined in the reporting templates in the annexes to the Implementing Technical Standards (ITS) on Supervisory Reporting (Regulation (EU) No 573/2013).

Chart 3: Changes in risk-weighted assets by risk type