The European Banking Authority has published final Guidelines on the application of the Internal Ratings-Based approach, in particular, the estimation of risk parameters for non-defaulted exposures, ...
Turkey’s Banking Regulation and Supervision Agency (BDDK) is moving ahead with plans to permit the use of the Internal Ratings-Based (IRB) Approach to credit risk. Having relied on the Standardized ...
NEW YORK & LONDON--(BUSINESS WIRE)--A new report by Fitch demystifies the Basel II treatment of asset correlation and provides original empirical analysis of the correlation values assumed under the ...
Typical. You wait ages for one examination of the reliability of the IRB approach to own funds requirements to come along and then two appear at the same time. Just as the Basel Committee on Banking ...
Nykredit transitioned all of its credit risk calculated under the foundation internal ratings-based (F-IRB) approach to the advanced internal ratings-based (A-IRB) approach in the second quarter. This ...
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