RBI, ING’s op risk charges inflated by AMA updates

RWAs rise a combined €4.8 billion at the two banks

Raiffeisen Bank International (RBI) and ING Bank saw operational risk charges bloat in the third quarter, the result of parameter updates in their internal models.

RBI posted a 24% jump in operational risk-weighted assets (RWAs), to €14.2 billion ($14.2 billion). The increase was driven by a 37% rise in charges determined by the advanced measurement approach (AMA), which, at €10.5 billion, stood at more than double the year-ago figure.

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The new charges stemmed from provisions for

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