ING’s market RWAs jump 30% as FX positions breach waiver limit

- By Lorenzo Migliorato
- 23 Aug 2022

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

ING Bank’s standardised market risk-weighted assets (RWAs) increased sharply from virtually nil to €5.5 billion ($5.5 billion) in the second quarter, after its foreign exchange positions became too large to be exempted from capitalisation.

European Union rules exempt net FX exposures from RWA-based capital charges if they total less than 2% of a bank’s own funds – putting the threshold at €1.3 billion for ING Bank.

!function(e,i,n,s){var t="InfogramEmbeds",d=e.getElementsByTagName("script")

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.

If you would like to purchase additional rights please email info@risk.net