Japanese banks far apart on credit model efficiency under Basel III

MUFG lowered credit and CCR charges the most among country’s top dealers

Japan’s largest lenders, which became subject to the final Basel III rules at the end of March, diverged by as many as 13 percentage points in how much they compressed credit and counterparty credit risk (CCR) capital charges through internal models – an early indication of how some dealers may be adapting better to the new framework’s restrictions.

Mitsubishi UFJ Financial Group (MUFG) reported internally modelled credit and CCR risk-weighted assets (RWAs) of ¥45.2 trillion ($287.3 billion) –

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