TD Bank expands credit risk model

Retail A-IRB assets grow 12% quarter to quarter

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

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