

Deutsche’s market RWAs climb 28% as VAR multiplier bites
RWAs in the ‘corporate and other’ segment surged to €7.8bn in Q2 from €715m at end-2021
Deutsche Bank is the latest global dealer to see capital requirements increase in line with volatility, with market risk charges ballooning by €6.1 billion ($6.2 billion) in the second quarter.
Market risk-weighted assets (RWAs) totalled €28.1 billion at end-June, up 28% from three months prior – the largest quarterly increase, in both percentage and absolute terms, since the bank started reporting comparable figures in 2016.
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The bank reported €7.8 billion of market RWAs in the
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