Share of small EU bank assets under standardised approach grew in 2020
At small banks, SA covered 88% of credit exposures
The portion of small and mid-sized EU banks’ credit portfolios that had capital requirements set by the regulator-set standardised approach (SA) grew over 2020, data from the European Central Bank shows. In contrast, systemic lenders saw the share of their exposures covered by in-house models expand year on year.
At end-2020, internal ratings-based (IRB) approaches covered 66% of the €2.92
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