Key facts
- China Construction Bank's securitisation risk-weighted assets (RWAs) calculated under the external ratings-based approach (ERBA) surged 257% in Q2 2026.
China Construction Bank's securitisation RWAs surge 257%
IN SHORT
China Construction Bank's risk-weighted assets for securitisations calculated under the external ratings-based approach (ERBA) increased by 257% in the second quarter of 2026. This surge coincided with a significant rise in the bank's holdings of residential mortgage securitisations, which grew 42-fold over six months.
Key Numbers
257%increase in CCB's securitisation RWAs (ERBA) in Q2 2026
42-foldincrease in CCB's residential mortgage securitisation holdings as investor over
15.12 billion yuanCCB's residential mortgage securitisation holdings as investor at end of Q2 2026
$2.23 billionCCB's residential mortgage securitisation holdings as investor at end of Q2 2026
360 million yuanCCB's residential mortgage securitisation holdings as investor at end of 2025
$53 millionCCB's residential mortgage securitisation holdings as investor at end of 2025
Who's Involved
China Construction Bank
saw securitisation risk-weighted assets surge 257% in Q2 2026
↳ Why This Matters
The dramatic increase in China Construction Bank's securitisation risk-weighted assets and its holdings of residential mortgage securitisations could signal a shift in the bank's risk appetite and balance sheet composition, potentially impacting its regulatory capital requirements and overall financial stability.