Key facts
- DZ Bank transferred €8.6 billion in RWAs from the slotting approach.
- The move to F-IRB methodology followed regulatory approval.
DZ Bank has transitioned its project finance exposures from the supervisory slotting approach to the foundation internal ratings-based (F-IRB) methodology. This strategic shift occurred in the second quarter after the German lender secured the necessary regulatory approval. Consequently, DZ Bank reported zero risk-weighted assets (RWAs) under the slotting approach for the first time since 2021, a significant decrease from the €8.6 billion recorded three months prior.
