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]] | ||
*[[Basel III Endgame]] | |||
*[[Capital adequacy]] | *[[Capital adequacy]] | ||
*[[CVA]] | * [[Credit valuation adjustment]] (CVA) | ||
*[[STA]] | * [[Output floor]] | ||
* [[Standardised Approach]] (STA) | |||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
Latest revision as of 02:32, 31 January 2024
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.
