Internal Models Approach: Difference between revisions
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imported>Doug Williamson (Expand.) |
imported>Doug Williamson (Mend link.) |
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(IMA). | (IMA). | ||
The Internal Models Approach allows regulated banks to use their own risk evaluation models for certain market risk evaluation purposes, rather than external metrics. | The Internal Models Approach allows approved regulated banks to use their own risk evaluation models for certain market risk evaluation purposes, rather than external metrics. | ||
The internal model used by the institution must be approved by the regulator. | |||
==See also== | ==See also== | ||
*[[AIRB]] | |||
*[[AMA]] | *[[AMA]] | ||
*[[Bank supervision]] | *[[Bank supervision]] | ||
*[[Capital adequacy]] | *[[Capital adequacy]] | ||
*[[ | * [[Credit valuation adjustment]] (CVA) | ||
*[[STA]] | * [[Standardised Approach]] (STA) | ||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
Latest revision as of 20:43, 24 June 2022
Bank supervision - market risk.
(IMA).
The Internal Models Approach allows approved regulated banks to use their own risk evaluation models for certain market risk evaluation purposes, rather than external metrics.
The internal model used by the institution must be approved by the regulator.
