CCB’s securitisation risk-weighted assets nearly quadruple

Residential mortgage securitisations held as investor rise 42-fold in six months China Construction Bank’s securitisation risk-weighted assets (RWAs) calculated under the external ratings-based approach (ERBA) surged 257% in the second quarter of 2026, coinciding with a sharp increase in its holdings of residential mortgage securitisations.Traditional residential mortgage securitisations held by the bank as an investor rose from 360 million yuan ($53 million) at the end of Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe You are currently unable to print this content. Please contact info@risk.net to find out more. You are currently unable to copy this content. Please contact info@risk.net to find out more. Copyright Infopro Digital Limited. All rights reserved.You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.If you would like to purchase additional rights please email info@risk.net Sorry, our subscription options are not loading right now Please try again later. Get in touch with our customer services team if this issue persists. New to Risk.net? View our subscription options If you already have an account, please sign in here. Most read articles loading... Back to Top