ABN Amro tempers market risk exposure

Dutch bank ABN Amro reported a fall in market risk-weighted assets of more than 41% in 2017, as a result of reduced business volumes and a large drop in derivatives exposures. Market RWAs dropped to €2.4 billion ($2.97 billion) from €4.1 billion year on year. A €1.5 billion chunk of this reduction, or 87.7%, was attributed to a fall in “business volumes”.

Market risk-sensitive assets in the trading book fell to €9.8 billion from €13.1 billion, driven by a €3.3 billion drop in the value of ABN

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