That is in line with the position of the Danish government and with your view. Therefore, we support the continued use of internal models for calculating risk-weighted assets. At least to the extent that the credit institutions have sufficient data for the use of such models to make sense.
In other words, there should not be any floor requirements if the documented risk of losses is very low. It is also important that both credit institutions and authorities take a thorough and critical view of whether the internal models reflect the institutions’ risks. *** Regulation of the financial sector is mostly determined at the international level.