RBI reverts to standardised op risk modelling to smooth out charges

- By Lorenzo Migliorato
- 16 Feb 2023

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Raiffeisen Bank International (RBI) shelved internal modelling of operational risk last quarter in a bid to make capital charges less sensitive to flurried provisioning for legal claims such as the one brought forward by foreign-currency mortgagees in Poland.

After receiving approval by regulators in mid-December – according to a spokesperson – the Austrian lender retired its advanced measurement approach (AMA) model, meaning all of its €12.7 billion op risk-weighted assets (RWAs) as of the end

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