Deutsche takes €17.7bn RWA add-on in final Trim hit

Leveraged loan portfolio among targets of ECB’s remedies

Regulator-prescribed fixes to Deutsche Bank’s internal risk models inflated its risk-weighted assets (RWAs) by €17.7 billion ($20.8 billion) in the second quarter, contributing to their steepest quarterly increase in more than a year.

Modifications mandated by the European Central Bank (ECB) as part of its Targeted Review of Internal Models (Trim) – a multi-year exercise that sought to rectify deficiencies in eurozone banks’ in-house formulas – added €14.8 billion to Deutsche’s credit RWAs

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