ABN Amro sustains assault on market risk

The bank's market RWAs dropped 24% quarter to quarter, to €1.7 billion, following a 41% reduction in the first quarter

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

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