EBA reports shine light on variation in risk weights
The European Banking Authority (EBA) has shed new light on the causes of variation in risk-weighted assets across banks with two studies published on July 22.
The studies focus on banks' approach to counterparty credit risk and their internal modelling of what the EBA calls "low default portfolios" – those covering large corporates, sovereigns and institutions.
Although the EBA was keen to stress the sample size was small and results preliminary, both studies flagged up problem areas. Some
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