ING market risk charge edges higher
Dutch bank adds €0.8 billion of market RWAs
ING’s exposure to market risk grew for the first time since the end of 2016, contributing to an increase in its total risk-weighted assets (RWAs).
Market RWAs stood at €5.5 billion ($6.5 billion) at the end of March, up €0.8 billion, or 17%, on the previous quarter. The overwhelming majority of this increase was driven by the bank’s internal model approach (IMA) calculations.
The bank’s value-at-risk (VAR) RWAs grew from €649 million to €709 million over the quarter in response to a surge in
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