ABN Amro’s op risk jumps 15%

ABN Amro’s operational risk capital increased by more than 15% in 2017, following a calculation change and a series of regulator-imposed add-ons.

Operational risk-weighted assets (RWAs) increased by €2.6 billion ($3.2 billion) to €19.6 billion year on year, contributing to an overall increase in total RWAs of €1.94 billion.

Since the first quarter of 2017, the Dutch bank has used the Basel II advanced measurement approach (AMA) to calculate its op risk capital requirement. Regulatory approval

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