IMM: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Layout.) |
imported>Doug Williamson (Create the page. Sources: linked pages.) |
||
| Line 1: | Line 1: | ||
1. | |||
International Monetary Market. | 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. | |||
== 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.
