Commerzbank’s op RWAs rise €1.2bn on SA switch

Transition to new framework under Basel II pushes op risk to two-year high

Commerzbank’s operational risk-weighted-assets (RWAs) rose 6.7% in the third quarter after the bank switched to the standardised approach to calculate capital requirements.

Operational RWAs – previously calculated under the advanced measurement approach (AMA) – increased by €1.2 billion ($1.4 billion) to €19.8 billion to their highest level since Q3 2019. They now account for 11.3% of total RWAs, up 83 basis points on the previous quarter. 

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