TD Bank expands credit risk model

TD Bank grew assets capitalised using its own models in the three months to end-July, though this did not result in a drop in its risk-based capital requirements.   

The Canadian firm announced it had won regulatory approval to bring a US credit card portfolio in scope of the advanced internal ratings-based (A-IRB) model, changing the make-up of its retail risk-weighted assets. 

The switch led to a 12% quarter-to-quarter jump in A-IRB retail credit RWAs, to C$92 billion from C$82 billion, and

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 indvidual account here: