AIRB: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Expand and add link.) |
imported>Doug Williamson (Mend link.) |
||
| Line 13: | Line 13: | ||
* [[EAD]] | * [[EAD]] | ||
* [[FIRB]] | * [[FIRB]] | ||
* [[Internal | * [[Internal Models Approach]] | ||
* [[IRB]] | * [[IRB]] | ||
* [[LGD]] | * [[LGD]] | ||
Revision as of 11:39, 26 October 2016
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.
