ING market risk charge edges higher

ING’s exposure to market risk grew for the first time since the end of 2016, contributing to an increase in its total risk-weighted assets (RWAs).

Market RWAs stood at €5.5 billion ($6.5 billion) at the end of March, up €0.8 billion, or 17%, on the previous quarter. The overwhelming majority of this increase was driven by the bank’s internal model approach (IMA) calculations.

The bank’s value-at-risk (VAR) RWAs grew from €649 million to €709 million over the quarter in response to a surge in

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 copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here