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1 internal ratings-based approach
internal ratings-based approach (IRBA) BANK, FIN, STAT IRB-Ansatz m, Interner Rating-Ansatz m (bankinterner Ansatz zur Kreditrisikomessung; zwei Formen: Basis-IRB-Ansatz = basic approach und Fortgeschrittener Ansatz = advanced approach; opposite: standardized approach, STA; Gegensatz: Standardansatz; Basel II)Englisch-Deutsch Fachwörterbuch der Wirtschaft > internal ratings-based approach
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2 internal ratings-based approach
сокр. IRB approach банк. подход (к оценке кредитного риска) на основе внутренний рейтингов (подход к оценке финансовой устойчивости банка на основе его собственной системы внутренних качественных рейтингов различных клиентов и проектов; предложен Базельским комитетом по банковскому надзору в качестве одного из возможных по выбору банка подходов к определению минимальных требований к капиталу и классифицируется как более чувствительный к рискам по сравнению с альтернативным стандартизированным подходом)Англо-русский экономический словарь > internal ratings-based approach
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3 internal rating
банк. внутренний рейтинг, внутренняя оценка (оценка банком надежности его клиентов на основе информации об их финансовых показателей и опыте взаимодействия в прошлом)See: -
4 standardised approach
standardised approach (BE) BANK, FIN Standardansatz m, STA m (Gegensatz: Interner Rating-Ansatz = internal ratings-based approach = IRBA; Basel II)Englisch-Deutsch Fachwörterbuch der Wirtschaft > standardised approach
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5 standardized approach
standardized approach (AE) BANK, FIN Standardansatz m, STA m (Gegensatz: Interner Rating-Ansatz = internal ratings-based approach = IRBA; Basel II)Englisch-Deutsch Fachwörterbuch der Wirtschaft > standardized approach
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6 IRB approach
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7 Interner Rating-Ansatz
Interner Rating-Ansatz m BANK, FIN internal ratings-based approach, IRB-approach, IRBA (bankinterner Ansatz zur Kreditrisikomessung; zwei Formen: Basis-IRB-Ansatz = basic approach und Fortgeschrittener Ansatz = advanced approach; Basel II; Synonym: IRB-Ansatz; Gegensatz: Standardansatz = standardised approach, STA; Basel II)* * *m < Bank> Internal Rating-Based approach, IRB-approach -
8 IRB-Ansatz
IRB-Ansatz m BANK, FIN, STAT IRB-approach, internal ratings-based approach, IRBA (bankinterner Ansatz zur Kreditrisikomessung; zwei Formen: Basis-IRB-Ansatz = basic approach und Fortgeschrittener Ansatz = advanced approach; Synonym: Interner Rating-Ansatz; Gegensatz: Standardansatz, standardised approach, STA; Basel II)* * *m < Bank> IRB-approach, Internal Rating-Based approach -
9 probability of default
банк. !Русский аналог: вероятность дефолтаВ рамках рекомендованного Базельским комитетом по банковскому надзору подхода на основе внутренних рейтингов (IRB) - один из основных компонентов риска."См. также: internal ratings-based approach (IRB); risk components"http:www.basel-ii-risk.com/Basel-II/Basel-II-Glossary/Basel-Probability-of-Default-(PD).htmThe Probability of Default is the likelihood that a loan will not be repayed and fall into default. This PD will be calculated for each company who have a loan. The credit history of the counterparty and nature of the investment will all be taken into account to calculate the PD figures. Many banks will use external ratings agencies such as Standard and Poors. However, banks are also encouraged to use their own Internal Rating Methods as well."o Analyse the credit risk aspects of the counterparty;"o Map the counterparty to an internal risk grade which has an associated PD: ando Determine the facility specific PD. This last step will gives a weighted Probability of Default for facilities that are subject to a guarantee or protected by a credit derivative. The weighting takes account of the PD of the guarantor or seller of the credit derivative."• Probability of Default (PD) for the ""Other"" segment: is derived from a credit scoring process for a new customer and behavioral scoring for existing business. The resulting PD is mapped to an internal risk grade."(PD) of an Obligor can be derived from an Internal Rating model that is used and maintained within the business area responsible for the counterparty relationship. For the purposes of the Accord there will be one PD associated with each risk grade representing the probability of Default within a 1 year time period.Англо-русский экономический словарь > probability of default
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10 STA
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11 Standardansatz
Standardansatz m (STA) BANK, FIN (BE) standardised approach, (AE) standardized approach (Gegensatz: Interner Rating-Ansatz = IRBA = internal ratings-based approach; Basel II) -
12 risk components
банк. !В рамках рекомендованного Базельским комитетом по банковскому надзору подхода к оценке кредитного риска на основе внутренний рейтингов (IRB) – набор параметров, дающий полную характеристику кредитного риска, включающий:долю потерь при дефолте (loss given default),срок до погашения (effective maturity).В некоторых случаях для оценки одного или нескольких компонентов риска предусмотрены возможность или требование использования оценки надзорного органа.""
См. также в других словарях:
internal ratings based approach — vidaus reitingais pagrįstas kredito rizikos vertinimo metodas statusas Aprobuotas sritis Finansai apibrėžtis Bankų kredito rizikos vertinimo metodas, taikomas skaičiuojant kapitalo pakankamumą, grindžiamas banko pozicijų kredito rizikos parametrų … Lithuanian dictionary (lietuvių žodynas)
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
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
Economic Affairs — ▪ 2006 Introduction In 2005 rising U.S. deficits, tight monetary policies, and higher oil prices triggered by hurricane damage in the Gulf of Mexico were moderating influences on the world economy and on U.S. stock markets, but some other… … Universalium
Foundation IRB — The term Foundation IRB or F IRB is an abbreviation of foundation internal ratings 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… … 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
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
IRBA — Die Mindesteigenkapitalanforderungen für Kreditrisiken sind Teil der ersten Säule von Basel II. Sie regeln die Menge an Eigenkapital, die Banken in Abhängigkeit vom Risiko der Kredite vorhalten müssen. Dabei werden differenziertere Verfahren für… … Deutsch Wikipedia
Mindesteigenkapitalanforderungen für Kreditrisiken — Die Mindesteigenkapitalanforderungen für Kreditrisiken sind Teil der „ersten Säule“ von Basel II. Sie regeln die Menge an Eigenkapital, die Banken in Abhängigkeit vom Risiko der Kredite vorhalten müssen. Dabei werden differenziertere Verfahren… … Deutsch Wikipedia
Evidence-based medicine — (EBM) aims to apply evidence gained from the scientific method to certain parts of medical practice. It seeks to assess the quality of evidencecite journal |author=Elstein AS |title=On the origins and development of evidence based medicine and… … Wikipedia
Credit rating — of governments around the world by Standard Poor s: AAA … Wikipedia
