ABN Amro sustains assault on market risk

- By Alessandro Aimone
- @aimoneale
- 08 Aug 2018

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

ABN Amro shed €3.4 billion ($4 billion) in risk-weighted assets (RWAs) over the second quarter, largely achieved by cutting market risk.

Market RWAs at the Dutch lender dropped 24% quarter to quarter to €1.7 billion, following a reduction of exposures and an update to its internal model. This continues a trend of ABN Amro clamping down on market risk. In 2017, it cut market RWAs by 41% after slimming its trading business and shrinking its derivatives exposures.

Credit RWAs also fell over the

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.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

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

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

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