RBI’s VAR gauges hit new record

- By Lorenzo Migliorato
- 21 Nov 2022

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Raiffeisen Bank International (RBI)’s market risk climbed to new records in the third quarter, though with wild divergences across individual risk factors.

The bank’s one-day value-at-risk, which covers short-term trading risk to profit and loss, rose 27% to €33 million ($34 million) in the three months to end-September, the highest end-quarter value in a comparable series stretching to Q4 2020.

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