RBI’s VAR spikes on FX fluctuations
Ruble trouble sends market RWAs up €1.4bn
Raiffeisen Bank International (RBI) reported its highest management value-at-risk on record in the second quarter, driven by increased currency risk with the Russian and Belarusian rubles.
RBI’s average VAR in its non-traded portfolios reached €736 million ($794 million) in the first half of the year, up 32.9% compared with the 2023 average and the highest level since at least 2014. The bank ended
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