A third of eurozone banks fall short on IRB model standards
Twenty-one of 65 ECB-surveyed banks' internal model practices non-compliant with EU rules
Twenty-one European lenders were deemed non-compliant with the European Union's internal ratings-based (IRB) credit modelling standards following the first phase of an industry-wide assessment.
The European Central Bank released the interim results of its multi-year targeted review of internal models (Trim) at around 65 banks in June.
The report identified a litany of failings: six banks lacked
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