ANZ expanded credit model in Q1

After gaining approval from the Australian regulator to use its internal models to set capital requirements for a portfolio of Asian loans in Q1, credit risk-weighted assets (RWAs) at ANZ under the standardised approach (SA) dropped by over one-third to A$6.7 billion ($5.2 billion).

Exposures-at-default (EAD) capitalised under the SA amounted to A$7 billion at end-March, down from A$11.8 billion three months prior. The risk density of this portfolio – RWAs divided by EAD – was 96%, meaning

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