Internal ratings-based approach (credit risk)
id:
internal-ratings-based-approach-credit-risk-201-8599656
title:
Internal ratings-based approach (credit risk)
text:
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. Reforms to the internal ratings-based approach to credit risk ar
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Internal_ratings-based_approach_(credit_risk)
date created:
date modified:
2024-01-16T12:37:33Z
main entity:
{"identifier":"Q4041096","url":"https://www.wikidata.org/entity/Q4041096"}
image:
fields total:
13
integrity:
13