RBI’s VAR gauges hit new record
Banking and trading book risk rose in Q3 amid shifts in risk factor mix
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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