In case anyone else is interested: after a bit of searching, I found that the breakdown I am talking about is available as part of a banks public "pillar 3 disclosure", which breaks down RWA by risk category. Unfortunately so far I haven't been able to find a report (e.g. by some regulator or consultancy) that nicely summarizes this across the industry.
Still not exactly what you are looking for, but downloadable data set and scores for the various G-SIBs within subcategories here: (2020):
Bank Systemic Risk Monitor - Office of Financial Research
https://www.financialresearch.gov/bank- ... k-monitor/
A separate link will show you the info under US methodology.
So this might give you and anyone else who is interested some ideas on additional sources as you continue to look around. It also highlights the variability between banks on this front. See e.g. leverage ratios.
See also:
FFIEC - National Information Center
https://www.ffiec.gov/npw/FinancialReport/FRY15Reports - time lag of about a year - 2019 data was posted in November 2020. But check in particular the tab Summary Visualizations.
This posting at Clarus Fin Tech outlines info for the six largest banks and shows a detailed graph and spreadsheet on the components of the RWAs by type (credit, ops, market). But published in 2017 -
https://www.clarusft.com/capital-ratios ... -us-banks/. Deloitte has material too. What you are looking for may be hiding in plain sight; will see if anyone else has links or ideas of how to get at it. Good luck.