EU bank credit models neglect peripheral countries
Internal models are used to gauge the majority of European Union bank credit exposures to core eurozone members, but barely touch loans extended to its frontier states, data from the EU-wide transparency exercise shows.
Aggregate exposures to all EU and European Economic Area (EEA) states across the 127 banks included in the exercise totalled €19.81 trillion ($22.26 trillion) at end-2019. Of these, 67% had their credit risk assessed using internal ratings-based (IRB) approaches, and the
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