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
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