Internal Models Approach: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Expand.) |
imported>Doug Williamson (Add link.) |
||
Line 7: | Line 7: | ||
==See also== | ==See also== | ||
*[[AIRB]] | |||
*[[AMA]] | *[[AMA]] | ||
*[[Bank supervision]] | *[[Bank supervision]] |
Revision as of 11:37, 26 October 2016
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.