Op RWAs tumble €3bn at Commerzbank in Q4

Operational risk-weighted assets (RWAs) dipped below €20 billion ($21.7 billion) at Commerzbank for the first time in at least nine years in Q4, following updates to its advanced measurement approach (AMA) model.

Op RWAs at the German lender stood at €18.7 billion at end-2019, a decrease of €3.1 billion (-14%) from Q3 and -12% on a year prior. This translates to a capital requirement of €1.5 billion. 

In Q1 2012, op RWAs hit a high of €27.7 billion, and averaged €22.3 billion over the next 30

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: