Internal Models Approach: Difference between revisions

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imported>Doug Williamson
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*[[Capital adequacy]]
*[[Capital adequacy]]
* [[Credit valuation adjustment]]  (CVA)
* [[Credit valuation adjustment]]  (CVA)
* [[Output floor]]
* [[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 21:43, 2 December 2023

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.


See also