European banks blitz non-modelled credit risks
Across 14 G-Sibs, IRB assets fell 10% over three years, while standardised assets dropped 20%
Big European banks cut credit risk-weighted assets by €556 billion from 2015 to 2017, with exposures assessed under regulator-set standardised approaches shrinking faster than those calculated using internal models.
A survey of the 14 global systemically important banks (G-Sibs) in the European Union and Switzerland reveals that internal ratings-based (IRB) credit RWAs, generated using banks’ own
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