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

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