Deutsche sees equity RWAs jump 29% on new EU rules

CRR II requires banks to calculate exposure they would incur to honour guaranteed returns on investment products

Deutsche Bank saw capital charges for equity exposures balloon in the first half of the year, after the EU’s Capital Requirements Regulation (CRR II) ushered in new requirements for banks to risk-weight their stock market positions.

The German lender’s risk-weighted assets for equity positions – a subset of credit RWAs – jumped 29.1% to €10.8 billion ($12.8 billion), mostly as a result of a €1.1 billion increase in off-balance-sheet exposures to listed equities, which are 290% risk-weighted

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