Canadian Bank Securitisation RWAs Hit Record Highs in SEC-SA Surge
Canadian banks recorded significant jumps in securitisation risk-weighted assets under the standardised approach during the quarter ended July 2026. Risk.net reported that SEC-SA risk-weighted assets rose 23% across major Canadian lenders, driven by increases at Royal Bank of Canada and Scotiabank.
RBC and Scotiabank Lead Quarterly Increases
Royal Bank of Canada and Scotiabank each posted increases of over C$1 billion, equivalent to $702 million, pushing the measure to record highs at both institutions. RBC reported that its SEC-SA risk-weighted assets rose by C$1.46 billion, which translates to a 26% increase, bringing its total to a record C$7.2 billion. That figure marked the bank’s largest quarterly increase in the category to date. Scotiabank matched the upward trend with corresponding growth in its own standardised securitisation exposures over the same three-month reporting period.
Subscription Access and Corporate Data Restrictions
Detailed breakdowns of the underlying asset classes and portfolio shifts remain restricted to subscribers. Infopro Digital Limited limits full access to print and copy functions on Risk.net to users with paid individual or corporate subscriptions. Readers without active credentials must contact the publisher’s customer service team or register for a trial to view complete transaction data and historical comparisons.
Frequently Asked Questions About Canadian Bank Securitisation
Why did Canadian bank securitisation risk-weighted assets increase in July 2026?
The increases stem from growing exposures under the standardised approach for securitisation, known as SEC-SA, which climbed 23% across major Canadian lenders during the quarter.
How much did Royal Bank of Canada add to its SEC-SA risk-weighted assets?
RBC added C$1.46 billion to its SEC-SA risk-weighted assets during the quarter ended July 2026, marking a 26% increase that brought its total to C$7.2 billion.
What financial institutions reported increases of over C$1 billion?
Royal Bank of Canada and Scotiabank both reported individual increases exceeding C$1 billion in the quarter ended July 2026.
How can readers access the complete Risk.net data tables?
Full access requires a paid personal subscription or a corporate account with Infopro Digital Limited, which can be arranged by contacting customer services at Risk.net.
Worth a look