CGI and IRB: Difference between pages
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'' | ''Capital adequacy - credit risk'' | ||
Internal Ratings Based. | |||
An approach to determining capital requirements for banks and other financial institutions, which includes risk assessments made internally by the regulated institution itself. | |||
Use of an IRB approach and model needs the regulator's approval of the regulated bank's proposed IRB model. | |||
Also known as Internal ''Risk'' Based approach. | |||
== | == See also == | ||
* | * [[AIRB]] | ||
* [[ASRF]] | |||
[[ | * [[Capital adequacy]] | ||
[[ | * [[Credit risk]] | ||
[[ | * [[FIRB]] | ||
[[ | * [[RWAs]] | ||
* [[STA]] | |||
Revision as of 10:52, 13 November 2016
Capital adequacy - credit risk
Internal Ratings Based.
An approach to determining capital requirements for banks and other financial institutions, which includes risk assessments made internally by the regulated institution itself.
Use of an IRB approach and model needs the regulator's approval of the regulated bank's proposed IRB model.
Also known as Internal Risk Based approach.
