Deutsche’s market RWAs surge €8bn on volatility spike
Elevated VAR levels and a temporary increase in the incremental risk charge, drove the market RWA increase
Deutsche Bank’s market risk-weighted assets soared 26% to €38 billion ($44 billion) in the last quarter of 2018 on the back of year-end volatility.
The German dealer’s average value-at-risk leapt by one-fifth to €30 million and stressed VAR by 28% to €95 million in the three months to end-December. The elevated VAR levels, together with a temporary increase in the incremental risk charge, drove
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