SVAR spike drives Deutsche’s market RWAs up 20%

- By Joshua Walker
- 30 Oct 2024

Deutsche Bank’s stressed value-at-risk (SVAR) climbed by 45.4% in the third quarter, increasing market risk-weighted assets (RWAs) by almost a fifth.

The bank’s average SVAR rose to €250 million ($270 million), marking the highest level since Q1 2021. At its mid-quarter peak, SVAR surpassed €400 million – the highest reported level since at least 2017.

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