Rabobank’s market risk charges jump 54% in H1

Increases in commodity and FX risk push up SA RWAs

Rabobank’s capital requirements to cover trading risks jumped 54% over the first half of the year, as the bank built outsized positions in commodity and currency markets.

Market risk-weighted assets (RWAs) hit €6.5 billion ($7.65 billion) at end-June, resulting in capital charges – set at 8% of RWAs – of €522 million. This compares with RWAs of €4.2 billion six months earlier, and €339 million in capital requirements.

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