BNPP leads big EU banks in growing IRB exposures

BNP Paribas increased the amount of credit risk it calculates using its own internal models by 4% in the third quarter, adding €25 billion ($28 billion) of exposures measured using internal ratings-based approaches (IRB), the most of the European big banks that reported end-September numbers.

In aggregate, the 10 European Union and Swiss global systemically important banks (G-Sibs) that disclosed third-quarter risk-weighted asset amounts added €5 billion of credit RWAs in the three months to

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.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

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