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F-IRB captured more of EU banks' credit risk in H1 - Risk.net

Retrieved on: 2022-12-30 16:30:52

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F-IRB captured more of EU banks' credit risk in H1 - Risk.net. View article details on HISWAI: https://www.risk.net/risk-quantum/7955509/f-irb-captured-more-of-eu-banks-credit-risk-in-h1

Excerpt

Denmark's Jyske Bank made the most use of A-IRB at 89% of RWAs – with the rest of the book covered by the SA – followed by Deutsche Bank with 87%.

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