Model update pushes ING’s op RWAs up 17%

Dutch lender ING posted operational risk-weighted assets (RWAs) of €41.7 billion ($46.2 billion) for Q2, up from €35.5 billion the prior quarter.

It’s the highest op RWAs have been since Q1 2018. The latest surge also all but erases four consecutive quarters of op RWA declines. The bank pinned the increase on updates made to its own risk scenarios and to external loss data used to generate the op risk capital requirement through the advanced measurement approach (AMA).  

Total RWAs edged up 2

To continue reading...

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: