Internal Models Approach: Difference between revisions
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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 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== | ==See also== | ||
*[[AIRB]] | |||
*[[AMA]] | *[[AMA]] | ||
*[[Bank supervision]] | *[[Bank supervision]] | ||
Revision as of 11:40, 26 October 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.
The internal model used by the institution must be approved by the regulator.
