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

To continue reading...

You need to sign in to use this feature. If you don’t have a 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: