Internal Models Approach

Bank supervision - market risk.

(IMA).

The Internal Models Approach allows approved regulated banks to use their own risk evaluation models for certain market risk evaluation purposes, rather than external metrics.

The internal model used by the institution must be approved by the regulator.

See also

• AIRB
• AMA
• Bank supervision
• Basel III Endgame
• Capital adequacy
• Credit valuation adjustment (CVA)
• Output floor
• Standardised Approach (STA)