Own-country risk makes up 42% of EU bank sovereign exposures
Polish, Estonian and Romanian banks most exposed to home governments
European banks prefer investing in debt issued by their host governments, but hold a smaller share in own-country exposures then in 2018, Risk Quantum analysis shows.
Lenders included in the European Union-wide transparency exercise had €4.1 trillion ($4.5 trillion) of sovereign bonds as of end-June 2019. Of this amount, 42% was debt issued by their home governments.
Polish banks held the most
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