Rabobank closes gap to Basel III after RWA top-ups

Mortgage floor, other model corrections bring forward reforms’ forecast impact

Rabobank said it does not expect risk-weighted assets (RWAs) to inflate any further from current levels when final Basel III reforms are implemented in the European Union in 2025, after regulator-imposed straightjackets added €28.5 billion ($30 billion) throughout last year.

The Utrecht, Netherlands-based bank’s RWAs rose from €211.9 billion to €240.4 billion in 2022, shaving 215 basis points off its Common Equity Tier 1 (CET1) capital ratio and putting it in the middle of the €235 billion–246

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