IMM: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
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International Monetary Market. | International Monetary Market. | ||
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''Bank supervision - capital adequacy - counterparty credit risk''. | |||
In this context, IMM means the Internal Models Method for calculating Counterparty Credit Risk, under the Basel III supervisory framework. | |||
== See also == | == See also == | ||
* [[Bank supervision]] | |||
* [[Basel III]] | |||
* [[Capital adequacy]] | |||
* [[Counterparty risk]] | |||
* [[International Monetary Market]] | * [[International Monetary Market]] | ||
* [[SA-CCR]] | |||
* [[SA]] | |||
Revision as of 18:07, 30 October 2016
1.
International Monetary Market.
2.
Bank supervision - capital adequacy - counterparty credit risk.
In this context, IMM means the Internal Models Method for calculating Counterparty Credit Risk, under the Basel III supervisory framework.
