Reserve Bank study shows major banks’ risk models are suspect
The “big four” banks' internal risk models produce huge variations.
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A Reserve Bank exercise of getting the four major banks to estimate the risks of a hypothetical dairy loan portfolio shows an enormous 40 percentage point difference between the highest and lowest ratings.
The big four, ANZ Bank, Westpac, Bank of New Zealand and ASB Bank, all have Australian
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Jenny Ruth
Wed, 30 May 2018
Wed, 30 May 2018
© All content copyright NBR. Do not reproduce in any form without permission, even if you have a paid subscription.
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Reserve Bank study shows major banks’ risk models are suspect
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