AIRB: Difference between revisions
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imported>Doug Williamson (Classify page.) |
imported>Doug Williamson (Mend link.) |
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* [[Capital adequacy]] | * [[Capital adequacy]] | ||
* [[Credit risk]] | * [[Credit risk]] | ||
* [[ | *[[Exposure At Default]] (EAD) | ||
* [[FIRB]] | * [[FIRB]] | ||
* [[Internal Models Approach]] | * [[Internal Models Approach]] | ||
* [[IRB]] | * [[IRB]] | ||
* [[ | * [[Loss Given Default]] (LGD) | ||
* [[ | * [[Probability of Default]] (PD) | ||
* [[Risk Weighted Assets]] (RWAs) | * [[Risk Weighted Assets]] (RWAs) | ||
* [[ | * [[Standardised Approach]] (STA) | ||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
[[Category:The_business_context]] | [[Category:The_business_context]] | ||
Latest revision as of 15:34, 24 June 2022
Capital adequacy - credit risk.
Advanced Internal Ratings Based.
AIRB is an approach to determining capital requirements for banks and other financial institutions, which includes advanced credit risk assessments made internally by the regulated institution itself.
As for all internal models approaches, the internal model used by the institution must be approved by the regulator.
