AgBank’s regulatory VAR hits record high in first half

Chinese bank’s market risk up by over a third to highest level in a decade

Agricultural Bank of China (ABC) saw its regulatory value-at-risk and stressed VAR hit all-time highs in the second half of the year, with market risk-weighted assets (RWAs) following suit.

The starkest rise was on average regulatory VAR, which rose from 1.03 billion yuan ($141 million) reported for the full year of 2022, to 2.54 billion yuan in H1 2023.

!function(e,n,i,s){var d="InfogramEmbeds";var o=e.getElementsByTagName(n)[0];if(window[d]&&window[d].initialized)window[d].process&&window[d

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 or view our subscription options here:

You are currently unable to copy this content. Please contact 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 View our subscription options

You need to sign in to use this feature. If you don’t have a 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