Deutsche’s market RWAs surge €8bn on volatility spike
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 the market RWA increase, the bank said.
Total RWAs stood at €350 billion at end-2018, the highest
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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
Derivatives
Callable repack frenzy opens up new options market in Europe
Demand driven mainly by French life insurers looking for alternatives to low-yielding sovereign bonds
Receive this by email