EU bank credit models neglect peripheral countries

- By Lorenzo Migliorato and Louie Woodall
- 17 Jun 2020

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Internal models are used to gauge the majority of European Union bank credit exposures to core eurozone members, but barely touch loans extended to its frontier states, data from the EU-wide transparency exercise shows.

Aggregate exposures to all EU and European Economic Area (EEA) states across the 127 banks included in the exercise totalled €19.81 trillion ($22.26 trillion) at end-2019. Of these, 67% had their credit risk assessed using internal ratings-based (IRB) approaches, and the

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.

If you would like to purchase additional rights please email info@risk.net