ASRF: Difference between revisions
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imported>Doug Williamson (Create the page. Source: BIS http://www.bis.org/bcbs/irbriskweight.pdf) |
imported>Doug Williamson (Mend link.) |
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* [[AIRB]] | * [[AIRB]] | ||
* [[Capital adequacy]] | * [[Capital adequacy]] | ||
* [[ | * [[Capital asset pricing model]] (CAPM) | ||
* [[Credit risk]] | * [[Credit risk]] | ||
* [[FIRB]] | * [[FIRB]] | ||
* [[IRB]] | * [[IRB]] | ||
* [[ | * [[Risk Weighted Assets]] (RWAs) | ||
* [[ | * [[Standardised Approach]] (STA) | ||
* [[Systematic risk]] | * [[Systematic risk]] | ||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
Latest revision as of 15:28, 24 June 2022
Capital adequacy - credit risk.
Aysmptotic Single Risk Factor.
An approach to determining capital requirements for banks and other financial institutions, in relation to credit risk.
In the ASRF model, all systematic (or system-wide) risks, that affect all borrowers to a determinable degree, like industry or regional risks, are modelled with only one (the 'single') systematic risk factor.
