FIRB: Difference between revisions
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imported>Doug Williamson (Expand.) |
imported>Doug Williamson (Add link.) |
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''Capital adequacy'' | ''Capital adequacy - credit risk.'' | ||
Foundation Internal Ratings Based. | Foundation Internal Ratings Based. | ||
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* [[AIRB]] | * [[AIRB]] | ||
* [[Capital adequacy]] | * [[Capital adequacy]] | ||
* [[Credit risk]] | |||
* [[EAD]] | * [[EAD]] | ||
* [[IRB]] | * [[IRB]] | ||
Revision as of 22:56, 21 August 2016
Capital adequacy - credit risk.
Foundation Internal Ratings Based.
A simpler version of the Internal Ratings Based (IRB) approach to determining capital requirements for banks and other financial institutions.
The FIRB approach includes certain credit risk assessments made internally by the regulated institution, in combination with other standardised externally generated data.
