RBI’s market risk gauges go haywire on Ukraine war fallout

- By Lorenzo Migliorato
- 12 May 2022

Raiffeisen Bank International (RBI) saw market risk blow up in the first quarter, as the Austrian bank got caught up in Western-led economic retaliation on Russia over the invasion of Ukraine.

The bank’s 20-day value-at-risk – its most comprehensive measure of banking and trading book sensitivity to market swings – jumped 154% to €426 million ($450 million) as of March 31, which also marked its

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