A risk analyst at a credit ratings agency is evaluating the economic capital for credit risk of two competing regional banks, Bank ABC and Bank XYZ. The two banks have the same credit asset exposure, duration of credit exposure, credit rating, and expected loss. Assuming the average pairwise default correlation between credit assets of Bank ABC is lower than that of Bank XYZ, and the two banks assess their risk appetite at the same predetermined confidence level, which of the following statements would be correct?