RBI’s op risk charges climb 22% on input-series update

Recalibration reverses savings from discontinuation of AMA a year earlier

Raiffeisen Bank International (RBI)’s operational risk charges expanded 21.5% in the fourth quarter, erasing all savings from a switch to standardised formulas alone a year earlier.

The Austrian bank’s operational risk-weighted assets (RWAs) climbed to a record €14.8 billion ($16 billion) at end-December, from €12.2 billion three months prior, with the bank blaming the annual recalibration of the three-year data series underlying the calculation.

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