New real estate model adds €14bn to Rabobank RWAs
CET1 ratio down 1.2pp as capital stays flat
Rabobank recorded a €13.7 billion ($14.9 billion) add-on to risk-weighted assets (RWAs) in the first quarter of this year, after it moved its income-producing real estate (IPRE) model from the advanced (A-IRB) to the foundation internal ratings-based (F-IRB) approach.
The increase in the first quarter contributed to an 8.3% rise in credit risk RWAs to €221.2 billion.
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