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ECB allows Banco BPM to use advanced rating models

The European Central Bank authorized Banco BPM SpA to use advanced internal ratings-based, or AIRB, models to measure consolidated capital requirements for credit risk, along with the model's rollout into Banca Popolare di Milano SpA.

The bank said the update in its internal risk management model comes in light of recent orientations in relation to probability of default and loss given default estimates.

The new models take effect March 31 and are expected to increase the bank's common equity Tier 1 ratio by around 80 basis points.