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External Credit Assessment Institution
...ents. ARC Ratings takes advantage of its local expertise and network-based approach to best serve issuers and investors by assigning stable credit ratings that

14 KB (2,064 words) - 22:31, 27 September 2021
Shadow Rating
...internal models - Credit Risk, Sep 2018</ref> (SRM) is an internal rating approach that selects and weighs the risk drivers to be used for risk differentiatio

4 KB (539 words) - 19:21, 8 February 2021
SME Credit Risk Literature
| SMEs Credit Risk Modelling for Internal Rating Based Approach in Banking Implementation of Basel II Requirement

8 KB (1,007 words) - 13:00, 7 September 2020
Risk Management Wisdom
<li>Scenario analysis is a basic building block for a probabilistic approach to risk

3 KB (490 words) - 14:48, 24 April 2024
Synthetic Securitisation
...rticular large/systemically important banks using [[Internal Ratings-Based Approach]] for calculating [[Basel II Advanced IRB Capital Model | capital requireme

1 KB (169 words) - 19:11, 11 October 2019
Sustainable Real Estate
...sets. Against this background, the TEG has decided to adopt a transitional approach based on the initial decision to use energy metrics, which will be extended

8 KB (1,165 words) - 12:14, 4 October 2023
BCBS 105
...announced in October 2003 plans to revise the internal ratings-based (IRB) approach to securitisation exposures.</p> ...ritisation framework for banks that adopt the internal ratings-based (IRB) approach to credit risk will be re-structured. The Committee is simplifying the secu

4 KB (614 words) - 11:39, 26 March 2021
BCBS 107
...the context of its domestic banking system when developing a timetable and approach to implementation.</p> ...(minimum capital requirements, supervisory review, and market discipline) approach on which the revised Framework is based. More generally, they have expresse

20 KB (3,034 words) - 11:39, 26 March 2021
BCBS 111
...ition, the Revised Framework is intended to promote a more forward-looking approach to capital supervision, one that encourages banks to identify the risks the <li>the short-term maturity adjustment, in the internal ratings-based approach;</li>

7 KB (1,008 words) - 11:43, 26 March 2021
BCBS 116
...ition, the Revised Framework is intended to promote a more forward-looking approach to capital supervision, one that encourages banks to identify the risks the <li>the short-term maturity adjustment, in the internal ratings-based approach;</li>

6 KB (932 words) - 11:43, 26 March 2021
BCBS 118
...the context of its domestic banking system when developing a timetable and approach to implementation.</p> ...(minimum capital requirements, supervisory review, and market discipline) approach on which the revised Framework is based. More generally, they have expresse

19 KB (2,931 words) - 12:29, 26 March 2021
BCBS 121
...the Basel Core Principles, it is relevant to all banks irrespective of the approach they use in the calculation of credit risk regulatory capital requirements

7 KB (1,077 words) - 11:43, 26 March 2021
BCBS 236
...exibility that is given to either jurisdictions or to banks to opt for one approach or the other.</li> ...ntains a revised ratings-based approach and a modified supervisory formula approach, both of which are intended to create a more risk-sensitive and prudent cal

4 KB (561 words) - 11:45, 26 March 2021
BCBS 257
...uity investments in funds under the Standardised Approach and the Internal Ratings-Based (IRB) approaches for credit risk and the Committee believes that the existi ...a full look-through approach may not always be feasible and that a staged approach based on different degrees of granularity of the look-through is warranted.

4 KB (588 words) - 11:45, 26 March 2021
BCBS 266
...Basel framework's Standardised Approach or an Internal Ratings-Based (IRB) approach for credit risk.</p> ...a full look-through approach may not always be feasible and that a staged approach based on different degrees of granularity of the look-through is warranted.

4 KB (588 words) - 17:56, 29 March 2021
BCBS 269
...and supervisory approval to do so, they may use an internal ratings-based approach to determine the capital requirement based on the risk of the underlying po ...e used for a particular securitisation exposure, an external ratings-based approach may be used (assuming that the use of ratings is permitted within the relev

4 KB (630 words) - 14:25, 9 April 2021
BCBS 279
''The standardised approach for measuring counterparty credit risk exposures''. ...traded derivatives, and long settlement transactions. The new standardised approach (SA-CCR) replaces both the Current Exposure Method (CEM) and the Standardis

5 KB (708 words) - 12:42, 31 March 2021
BCBS 50
...a modified version of the existing Accord should remain the "standardised" approach, but that for some sophisticated banks use of internal credit ratings and,

2 KB (322 words) - 11:46, 26 March 2021
BCBS 66
...institutions; thus, in offering a parallel alternative to the standardised approach based on internal ratings, the Committee hopes that banks will further refi ...of the Models Task Force's recent efforts in developing this evolutionary approach - an assessment of the current state of practice in rating systems and proc

6 KB (885 words) - 11:46, 26 March 2021
BCBS 90
...ings will be necessary for banks to qualify for the internal ratings-based approach in the new Accord. In this regard, the large improvement in the disclosure

7 KB (1,011 words) - 11:46, 26 March 2021