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...ty, product line, or other business unit based on its GHG emissions (these internal taxes or fees are similar to intracompany transfer pricing). ...

...y and confirming the adequacy and appropriateness of approved [[Pillar I]] internal models permitted for use by significant institutions when calculating own f ...regulatory requirements related to internal models, through an assessment based on the ...

...nternal Rating Based]] frameworks require the use of quantitative [[Credit Risk]] estimates. This entry summarizes their relationship<ref>ESRB, Financial ! Aspect !! Internal Ratings-Based Model !! IFRS 9 Model ...

'''Basel II Models''' is a class of internal [[Credit Risk Modelling | credit risk models]] that are used as inputs for [[Regulatory Capital]] (Pillar I) calc Also known as IRB Models, PD/LGD/EAD models or [[Risk Parameters]] ...

'''Vendor Risk Models''' are any risk quantification systems (including data and algorithms) that are in use by a ...institutions are subject to additional requirements in relation to vended risk models ...

...Supervision]] on October 1999 in the [[:Category:BCBS Market Risk | Market Risk]] category. ''Performance of Models-Based Capital Charges for Market Risk: 1 July-31 December 1998''. ...

...information. Credit Bureau Scoring can be used separately or alongside an internal credit scoring system (i.e., the scoring system can use credit bureau score ...nsider all relevant information.<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref> ...

...g Supervision]] on March 2016 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...ucing variation in credit risk-weighted assets - constraints on the use of internal model approaches - consultative document''. ...

...egulatory standard for the measurement and capitalisation of [[Operational Risk]] ...l) to develop own risk models to quantify required capital for operational risk. ...

...in the banking book) is the regulatory term for assessing [[Interest Rate Risk]] of regulated financial services firms (Banks) for exposures that are not * Economic value based, focusing on the valuation of instruments ...

Roll matrices (based on [[Roll Rates]] and [[Rating Migration Matrix | rating migration matrices ...y and [[Model Risk]] (but also - in principle - allow more forward looking risk assessment) ...

...king Supervision]] on March 2006 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...roup (AIGV) relating to the use of vendor products within internal ratings-based (IRB) approaches of the Basel II framework. The AIGV developed this Newslet ...

...with the liabilities of Sovereign entities, thus a measure of [[Sovereign Risk]] * Expert based scorecards building on extensive fundamental analysis (and loosely calibrat ...

Loan Valuation is an example of more general [[Valuation Models | model based valuation]] == Risk Factors == ...

...Supervision]] on January 2004 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...Supervision announced in October 2003 plans to revise the internal ratings-based (IRB) approach to securitisation exposures.</p> ...

''The internal audit function in banks''. ...sound practices within banks. The document replaces the 2001 document <em>Internal audit in banks and the supervisor's relationship with auditors</em>. It tak ...

A Cyber Attack is a specific form of [[Cyber Risk]]/[[IT Security Risk]] that involves an attack to an organizations digital asses by an external * deployment of malicious software resulting in taking control of internal IT systems ...

...anking Supervision]] on May 2012 in the [[:Category:BCBS Risk Management | Risk Management]] category. <p>This consultative document sets out a revised market risk framework and proposes a number of specific measures to improve trading boo ...

...pervision]] on September 2014 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...mpact of proposals to revise the internal models-based approach for market risk, as set out in the second consultative paper of the Basel Committee's funda ...

...impact that a business could incur due to a particular [[Loss]] event or [[Risk]] realization. The unexpected loss is calculated as the [[Expected Loss]] p .... It is used primarily in the context of estimating [[Risk Capital]] using internal models and it aims to explicitly separate the related [[Expected Loss]] con ...