The LHC is foreseen to finally bring also the nuclear collisions to the TeV scale thereby providing new possibilities for physics studies, in particular related to the electro-weak sector of the Standard Model. We study here the Z and W ± production in proton-lead and lead-lead collisions at the LHC, concentrating on the prospects of testing the factorization and constraining the nuclear modifications of the parton distribution functions (PDFs). Especially, we find that the rapidity asymmetries in proton-nucleus collisions, arising from the differences in the PDFs between the colliding objects, provide a decisive advantage in comparison to the rapidity-symmetric nucleusnucleus case. We comment on how such studies will help to improve our knowledge of the nuclear PDFs.