Internal Models Approach

From ACT Wiki
Revision as of 02:32, 31 January 2024 by Doug (talk | contribs) (Add link.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

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