Internal Models Approach: Difference between revisions
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imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Expand.) |
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''Bank supervision.'' | ''Bank supervision - market risk.'' | ||
(IMA). | (IMA). | ||
The Internal Models Approach allows regulated banks to use their own risk evaluation models for certain purposes, rather than external metrics. | The Internal Models Approach allows regulated banks to use their own risk evaluation models for certain market risk evaluation purposes, rather than external metrics. | ||
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*[[Bank supervision]] | *[[Bank supervision]] | ||
*[[Capital adequacy]] | *[[Capital adequacy]] | ||
*[[CVA]] | |||
*[[STA]] | |||
Revision as of 17:33, 18 August 2016
Bank supervision - market risk.
(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.
