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International Journal of Multidisciplinary and Scientific
Emerging Research (IJMSERH)

|Peer Reviewed, Refereed & Open Access Journal | Follows UGC CARE Journal Norms and Guidelines|

|ISSN 2349-6037|Approved by ISSN, NSL & NISCAIR| Impact Factor: 9.274 |ESTD:2013|

|Scholarly Open Access Journal, Peer-Reviewed, and Refereed Journals, Impact factor 9.274 (Calculated by Google Scholar and Semantic Scholar | AI-Powered Research Tool | Multidisciplinary, Quarterly, Citation Generator, Digital Object Identifier(DOI)|

Article

TITLE Driving Return on Risk-Weighted Assets Improvement via Audit, Analytics, and Advanced Modeling in Bank Portfolio Management
ABSTRACT The Bank is among the largest and systemically most essential banking groups in the world, with approximately $3.1 trillion in total assets, and is among only a few top-3 Global Systemically Important Banks (G-SIBs) identified within the Financial Stability Board (FSB) and Basel Committee on Banking Supervision (BCBS) categories. Being classified as a G-SIB has resulted in rigorous Basel III rules governing capital surcharges and supervisory reviews. The Global Portfolio Management (GPM) franchise is an important contributor to the management of credit risk exposures, including but not limited to, Collateralized Loan Obligations (CLOs) and Credit Default Swaps (CDS). One key area we focus on optimizing is Return on Risk-Weighted Assets (RoRWA), which we have revitalized as a profit-to-asset risk indicator to enable capital allocation and operational effectiveness. The firm is investing in the optimization of risk analysis, deployment of better real-time monitoring of new and emerging risks, and improvement of our stress testing models, all in advance of financial strength, meaningfully growth, and to support the Bank's facilitating role in economic globalism.
AUTHOR Mohan Kumar Sonne Gowda Senior Audit Manager, HSBC Bank N.A., USA
PUBLICATION DATE 2025-11-20 16:03:32
VOLUME 13
ISSUE 2
DOI DOI: 10.15662/IJMSERH.2025.1302081
PDF pdf/2025/4/81_Driving Return on Risk-Weighted Assets Improvement via Audit, Analytics, and Advanced Modeling in Bank Portfolio Management.pdf
KEYWORDS

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