Nordea’s IMA RWAs climb 11% in Q2

Relentless rise in VAR keeps pushing up bank’s market charges

Nordea’s modelled market risk-weighted assets (RWAs) rose 11% to €5.2 billion ($5.3 billion) in the second quarter of the year, amid continuing bouts of interest rate volatility.

RWAs pinned to value-at-risk – a gauge of the maximum amount a bank can lose from trading in a 10-day holding period – rose 23% in the three-month period, hitting €1.5 billion, driven by increases in interest rate and credit risk.

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While stressed VAR (SVAR) was up a marginal 2%, the incremental risk charge

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