IRB advanced approach

См. также в других словарях:

• IRB-подход — (англ. Internal Risk Based Approach) подход к оценке кредитных рисков банков для целей оценки достаточности регулятивного капитала, основанный на использовании внутренних рейтингов заемщиков, то есть рейтингов, устанавливаемых самими банками …   Википедия

• Advanced IRB — The term Advanced IRB or A IRB is an abbreviation of advanced internal rating based approach and it refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.Under this approach… …   Wikipedia

• Advanced Internal Rating-Based - AIRB — An approach that requests that all risk components be calculated internally within a financial institution. The advanced internal rating based (AIRB) approach helps an institution reduce its capital requirements and credit risk. In addition to… …   Investment dictionary

• Standardized approach — According to International Convergence of Capital Measurement and Capital Standards, known as Basel II, the standardized approach is a set of risk measurement techniques for banking institutions. The term may be used in the context of credit risk …   Wikipedia

• Standardized approach (credit risk) — The term standardized approach (or standardised approach) refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.Under this approach the banks are required to use ratings from …   Wikipedia

• Loss given default — Basel II Bank for International Settlements Basel Accords Basel I Basel II Background Banking Monetary policy Central bank Risk …   Wikipedia

• Exposure at default (EAD) — is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution. This is an attribute of any exposure on bank s client.DefinitionIn general EAD can be seen as an estimation of the extent… …   Wikipedia

• Loss given default (LGD) — Loss Given Default or LGD is a common parameter in Risk Models and also a parameter used in the calculation of Economic Capital or Regulatory Capital under Basel II for a banking institution. This is an attribute of any exposure on bank s… …   Wikipedia

• Basel II Accord — Basel II (also known as Βασιλεία ΙΙ in Greek) is the second of the Basel Accords, which are recommendations on banking laws and regulations issued by the Basel Committee on Banking Supervision. The purpose of Basel II, which was initially… …   Wikipedia

• Multidisciplinary Association for Psychedelic Studies — The current MAPS logo. Type 501(c)(3) Non Profit Founded …   Wikipedia

• Clinical trial — Clinical trials are a set of procedures in medical research and drug development that are conducted to allow safety (or more specifically, information about adverse drug reactions and adverse effects of other treatments) and efficacy data to be… …   Wikipedia