IOSCO and Internal Models Approach: Difference between pages
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''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. | |||
[[ | ==See also== | ||
[[ | *[[AMA]] | ||
[[ | *[[Bank supervision]] | ||
[[ | *[[Capital adequacy]] | ||
[[ | *[[CVA]] | ||
*[[STA]] | |||
Revision as of 19:37, 18 August 2016
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.
