FIRB: Difference between revisions
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imported>Doug Williamson (Mend link.) |
imported>Doug Williamson (Mend link.) |
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* [[EAD]] | * [[EAD]] | ||
* [[IRB]] | * [[IRB]] | ||
* [[ | * [[Loss Given Default]] (LGD) | ||
* [[ | * [[Probability of Default]] (PD) | ||
* [[Risk Weighted Assets]] (RWAs) | * [[Risk Weighted Assets]] (RWAs) | ||
* [[Standardised Approach]] (STA) | * [[Standardised Approach]] (STA) | ||
Revision as of 15:31, 24 June 2022
Capital adequacy - credit risk.
Foundation Internal Ratings Based.
FIRB is 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.
See also
- AIRB
- Capital adequacy
- Credit risk
- EAD
- IRB
- Loss Given Default (LGD)
- Probability of Default (PD)
- Risk Weighted Assets (RWAs)
- Standardised Approach (STA)
