RBI’s modelled market charges surge 31% as SVAR spike

- By Lorenzo Migliorato
- 06 Oct 2023

Raiffeisen Bank International’s (RBI) modelled market risk charges surged 31% in the first six months of the year, as a trading frenzy buoyed the daily potential-loss gauge, even after the bank exited volatile Russian ruble positions last year.

The Austrian bank’s modelled market risk-weighted assets (RWAs) rose from €1.3 billion ($1.37 billion) at end-2022 to €1.5 billion at end-March and €1.6

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