”他们发现将各主要银行使用的不同内部模型在应用于相同贷款组合时会产生非常不同的数字，这意味着一些银行在承担相同量级风险的情况下准备的资本明显少于其他银行。
They have found that applying the major banks’ different internal models to the same portfolio of loans can produce very different numbers, meaning that some banks would be carrying significantly less capital than others for the same quantum of assumed risk.