Model changes threaten 30% rise in Nordea's RWAs

Nordea’s risk-weighted assets are primed to jump €36 billion ($41 billion) in the final quarter of the year following a flurry of regulatory changes affecting its internal models. 

The Nordic bank has been on a de-risking spree in recent years, cutting RWAs to €121 billion at end-September from €147 billion three years earlier. But this progress will be reversed and then some as a series of supervisor-enforced changes to its internal ratings-based (IRB) models come into effect.

Around €10.5

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