SEB’s market risk add-on swells 153% in Q2
Temporary adjustment more than doubles as internal model change awaits sign-off
Skandinaviska Enskilda Banken more than doubled a voluntary add-on to its market risk requirements in the second quarter, pending approval of changes to its internal model framework.
As of end-June, the bank applied an additional Skr3.2 billion ($336 million) of risk-weighted assets (RWAs) to its market risk charges, up from Skr1.3 billion in Q1, when the add-on was first introduced. The
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