IMM: Difference between revisions
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imported>Doug Williamson (Layout.) |
imported>Doug Williamson (Classify page.) |
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1. | 1. ''Financial markets.'' | ||
International Monetary Market. | International Monetary Market. | ||
2. | 2. ''Bank supervision - capital adequacy - counterparty credit risk''. | ||
''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. | In this context, IMM means the Internal Models Method for calculating counterparty credit risk, under the Basel III supervisory framework. | ||
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* [[Counterparty risk]] | * [[Counterparty risk]] | ||
* [[International Monetary Market]] | * [[International Monetary Market]] | ||
* [[Model]] | |||
* [[SA-CCR]] | * [[SA-CCR]] | ||
* [[SA]] | * [[SA]] | ||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
Latest revision as of 18:33, 4 December 2021
1. Financial markets.
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.
