ING takes €5.2bn RWA hit from SA-CCR and last of Trim

Regulatory inflation negates RWA decrease from better loan-book quality

Regulator-mandated model fixes and the phase-out of own formulas for counterparty risk heaped €5.2 billion ($6.1 billion) onto ING’s risk-weighted assets (RWAs) in the second quarter – a double whammy that offset gains of €4.4 billion from recovering loan quality.

The bank’s credit and counterparty credit (CCR) RWAs rose €1.2 billion to €266.4 billion in the quarter, as a final wave of adjustments from the European Central Bank’s (ECB) Targeted Review of Internal Models (Trim), coupled with a

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:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a 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: