For example, Heider, Saidi and Schepens (2019) show that the introduction of negative policy rates by the ECB induced high-deposit banks to incur more risk by lending to borrowers with a larger return-on-assets (ROA) variation than low-deposit banks (Chart 12).
A lower rated customer should not get a better price than a higher rated customer. Once these basic issues are addressed, other issues such as migration to advanced approaches etc. would gain importance.