IMM: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
imported>Doug Williamson (Layout.) |
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''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 | In this context, IMM means the Internal Models Method for calculating counterparty credit risk, under the Basel III supervisory framework. | ||
Revision as of 18:08, 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.
