Internal Models Approach: Difference between revisions
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imported>Doug Williamson (Classify page.) |
imported>Doug Williamson (Mend link.) |
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*[[Bank supervision]] | *[[Bank supervision]] | ||
*[[Capital adequacy]] | *[[Capital adequacy]] | ||
*[[ | * [[Credit valuation adjustment]] (CVA) | ||
* [[Standardised Approach]] (STA) | * [[Standardised Approach]] (STA) | ||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
[[Category:The_business_context]] | [[Category:The_business_context]] | ||
Revision as of 20:43, 24 June 2022
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.
