At Danske Bank, market RWAs soar as credit risks dip
Danske Bank’s market risk-weighted assets (RWAs) ballooned 36% in Q2 in response to whipsawing markets. In contrast, those linked to credit and counterparty exposures dropped quarter-on-quarter, as the lender factored in the risk-dampening effects of regulatory interventions by European policymakers.
Market RWAs as of end-June totalled DKK 58.4 billion ($9 billion), which equates to a market risk capital charge of DKK 4.7 billion. Three months prior, these RWAs amounted to DKK 43.1 billion.
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