AIRB: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson
(Expand.)
imported>Doug Williamson
(Add link.)
Line 1: Line 1:
''Capital adequacy''.
''Capital adequacy - credit risk.''


Advanced Internal Ratings Based.
Advanced Internal Ratings Based.
Line 8: Line 8:
== See also ==
== See also ==
* [[Capital adequacy]]
* [[Capital adequacy]]
* [[Credit risk]]
* [[EAD]]
* [[EAD]]
* [[FIRB]]
* [[FIRB]]

Revision as of 22:58, 21 August 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.


See also