Navigation and service

Deutsche Bundesbank (Link to homepage)

Approvals granted for the use of an Internal Ratings-Based Approach (IRBA)

Last updated: 10.01.2018

Overview of institutions in Germany with approval to use supervisory models to determine capital charges for default risk.

The following institutions or groups of institutions have approval to use approaches with their own estimate of the probability of default in the exposure classes Central governments, Institutions and Corporates (foundation IRB approach)1:

  • Bausparkasse Schwäbisch Hall AG
  • Bayerische Landesbank
  • Bayerische Landesbausparkasse
  • Berlin Hyp AG
  • BHW Bausparkasse AG
  • DekaBank Deutsche Girozentrale
  • DEUTSCHE APOTHEKER- UND ÄRZTEBANK EG
  • Deutsche Genossenschafts-Hypothekenbank AG
  • DZ BANK AG
  • Frankfurter Sparkasse
  • HSBC Trinkaus & Burkhardt AG
  • Landesbank Baden-Württemberg
  • Landesbank Berlin AG
  • Landesbank Hessen-Thüringen Girozentrale
  • Landesbank Saar
  • Münchener Hypothekenbank eG
  • Norddeutsche Landesbank -Girozentrale-
  • SEB AG
  • WL BANK AG
  • Wüstenrot Bausparkasse AG
  • Wüstenrot Bank AG Pfandbriefbank

1 This list also contains banks which, in addition to approval to use the foundation IRB approach, have an IRBA approval for the exposure class Retail claims.

The following institutions or groups of institutions have approval to use approaches with their own estimate/calculation of the PD (probability of default), LGD (loss given default), EAD (exposure at default) and effective maturity in the exposure classes Central governments, Institutions and Corporates (advanced IRB approach)2:

  • Aareal Bank AG
  • BMW Bank GmbH
  • comdirect bank AG
  • COMMERZBANK AG
  • DEUTSCHE BANK AG
  • Deutsche Pfandbriefbank AG
  • Deutsche Postbank AG
  • Dexia Kommunalbank Deutschland AG
  • DVB Bank SE
  • GEFA Gesellschaft für Absatzfinanzierung mbH
  • HSH Nordbank AG
  • ING-DiBa AG
  • KfW IPEX-Bank GmbH
  • Oldenburgische Landesbank AG
  • Santander Consumer Bank AG
  • TOYOTA Kreditbank GmbH
  • UniCredit Bank AG

2 This list also contains banks, which, in addition to approval to use the advanced IRB approach, have an IRBA approval for the exposure class Retail claims.

The following institutions or groups of institutions only have approval to use an Internal Ratings-Based Approach (IRBA) for the exposure class Retail claims:

  • ALTE LEIPZIGER Bauspar AG
  • CreditPlus Bank AG
  • Degussa Bank AG
  • Süd-West-Kreditbank Finanzierung GmbH
  • Landesbausparkasse Hessen-Thüringen
  • TeamBank AG