Systemic European banks expanded scope of credit models in Q1

Big lenders in the European Union, UK and Switzerland grew the percentage of their loan books assessed using their own credit risk models in the first quarter, continuing a long-running trend.

Nine of the 11 global systemically important banks that disclosed risk data for Q1 reported an increase in the share of credit risk-weighted assets calculated using internal ratings-based approaches quarter-on-quarter. The average share of credit RWAs under IRB approaches for these 11 hit 72.6% at end

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