Internal ratings-based approach (credit risk)
Under the Basel II guidelines, banks are allowed to use their own estimated risk parameters for the purpose of calculating regulatory capital. This is known as the internal ratings-based (IRB) approach to capital requirements for credit risk. Only banks meeting certain minimum conditions, disclosure requirements and approval from their national supervisor are allowed to use this approach in estimating capital for various exposures.
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Internal ratings-based approach (credit risk)
Under the Basel II guidelines, banks are allowed to use their own estimated risk parameters for the purpose of calculating regulatory capital. This is known as the internal ratings-based (IRB) approach to capital requirements for credit risk. Only banks meeting certain minimum conditions, disclosure requirements and approval from their national supervisor are allowed to use this approach in estimating capital for various exposures.
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IRB-подход (англ. Internal Rat ...... у активов англ. RWA (пункт 40)
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Under the Basel II guidelines, ...... capital for various exposures.
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IRB-подход (англ. Internal Rat ...... у активов англ. RWA (пункт 40)
@ru
Under the Basel II guidelines, ...... capital for various exposures.
@en
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IRB-подход
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Internal ratings-based approach (credit risk)
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