IMM

1. Financial markets.

International Monetary Market.

2. Bank supervision - capital adequacy - counterparty credit risk.

In this context, IMM means the Internal Models Method for calculating counterparty credit risk, under the Basel III supervisory framework.

See also

• Bank supervision
• Basel III
• Capital adequacy
• Counterparty risk
• International Monetary Market
• Model
• SA-CCR
• SA