Interest rate risk drives ING’s VAR to two-year high

Dutch lender’s trading risk indicator averaged €14 million in Q1

ING Bank recorded its highest trading value-at-risk reading in two years during the first quarter, driven by a spike in interest rate risk.

The end-quarter figure for management VAR – the bank’s estimate of the most its trading desk could lose on any given day – was €22 million ($24 million) on March 31, up from €14 million on December 31. For interest rate risk, the figures were €20 million and €13 million, respectively.

!function(e,i,n,s){var t="InfogramEmbeds",d=e.getElementsByTagName(

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here