Deutsche’s IRC peaks at record high during H1

- Lorenzo Migliorato
- 18 Sep 2023

Deutsche Bank’s incremental risk charge, a quantifier of default and migration risk in the trading book, touched the highest in at least seven years during the first half of 2023, helping send associated capital requirements, already among the largest in the European Union, up 37%.

The IRC reading – the maximum potential loss from the default or downgrade of trading securities – hit €905 million

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