ECB model review continues to eat at ABN Amro’s capital
Model updates prompted by supervisory inspections added €1.3 billion ($1.5 billion) to ABN Amro’s risk-weighted assets in the first quarter, denting its core capital ratio.
The Dutch lender saw RWAs climb to €108 billion at end-March, up 3% on the quarter.
Credit RWAs were up by €2.2 billion (2.8%) to €83 billion on the quarter, and €3 billion (3.7%) on the year. Of this quarterly increase, €1.3 billion was due to changes made to ABN’s internal models as part of the European Central Bank’s
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
7 days in 60 seconds
Big bangs, FinCEN leak and prime exodus
The week on Risk.net, October 10–16, 2020
Receive this by email