ABN Amro’s market risk drops as VAR falls 53%  

Total market RWAs down 4% quarter on quarter

ABN Amro’s value-at-risk more than halved in the third quarter of the year, as the volatile scenarios from the Covid-19 aftermath fell out of the bank’s historical lookback period.

The bank reported a VAR measure of €141 million ($162 million) at end-September, down from €300 million at end-June and €352 million at end-March.

  !function(e,i,n,s){var t="InfogramEmbeds",d=e.getElementsByTagName("script")[0];if(window[t]&&window[t].initialized)window[t].process&&window[t].process();else if(!e

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

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