AgBank’s regulatory VAR hits record high in first half
Chinese bank’s market risk up by over a third to highest level in a decade
Agricultural Bank of China (ABC) saw its regulatory value-at-risk and stressed VAR hit all-time highs in the second half of the year, with market risk-weighted assets (RWAs) following suit.
The starkest rise was on average regulatory VAR, which rose from 1.03 billion yuan ($141 million) reported for the full year of 2022, to 2.54 billion yuan in H1 2023.
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