RBI’s modelled market RWAs jump on Tarf stress shock
FX volatility scenario for 2009 drives sharp rise in stressed VAR under internal models approach
Raiffeisen Bank International (RBI) saw market risk-weighted assets (RWAs) under the internal modelled approach rise 19.9% in the final quarter of 2025, driven by a sharp increase in stressed value-at-risk from exotic target redemption forwards.
IMA RWAs at the Austrian lender hit €2.3 billion ($2.6 billion) at year-end 2025, the highest level in four years. As RWAs under the standardised approach
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