IRB: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Layout.) |
imported>Doug Williamson (Mend link.) |
||
(One intermediate revision by the same user not shown) | |||
Line 19: | Line 19: | ||
* [[FIRB]] | * [[FIRB]] | ||
* [[Model]] | * [[Model]] | ||
* [[ | * [[Risk Weighted Assets]] (RWAs) | ||
* [[STA]] | * [[Standardised Approach]] (STA) | ||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] |
Latest revision as of 15:27, 24 June 2022
Capital adequacy - credit risk
Internal Ratings Based.
An approach to determining capital requirements for banks and other financial institutions, which includes risk assessments made internally by the regulated institution itself.
Use of an IRB approach and model needs the regulator's approval of the regulated bank's proposed IRB model.
Also known as Internal Risk Based approach.