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
The week on Risk.net, September 8-14, 2018Receive this by email