IRB and SSM: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
(Create page: Source: EBA 2016 EU-Wide Stress Test results)
 
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''Capital adequacy - credit risk''
''European Union (EU).''


Internal Ratings Based.
Single Supervisory Mechanism.




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.
==See also==
 
*[[Bank supervision]]
 
* [[European Central Bank]]
Also known as Internal ''Risk'' Based approach.
 
 
== See also ==
* [[AIRB]]
* [[ASRF]]
* [[Capital adequacy]]
* [[Credit risk]]
* [[FIRB]]
* [[Model]]
* [[Risk Weighted Assets]]  (RWAs)
* [[STA]]
 
[[Category:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]

Revision as of 15:11, 3 August 2016

European Union (EU).

Single Supervisory Mechanism.


See also