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- Advanced_IRB abstract "The term Advanced IRB or A-IRB is an abbreviation of advanced 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 approach the banks are allowed to develop their own empirical model to quantify required capital for credit risk. Banks can use this approach only subject to approval from their local regulators. For more background on the types of models banks have applied, see the Jarrow-Turnbull model.Under A-IRB banks are supposed to use their own quantitative models to estimate PD (probability of default), EAD (exposure at default), LGD (loss given default) and other parameters required for calculating the RWA (risk-weighted asset). Then total required capital is calculated as a fixed percentage of the estimated RWA.".
- Advanced_IRB thumbnail UnexpectLoss.jpg?width=300.
- Advanced_IRB wikiPageExternalLink bcbs107.htm.
- Advanced_IRB wikiPageExternalLink bcbs118.htm.
- Advanced_IRB wikiPageExternalLink bcbs128.pdf.
- Advanced_IRB wikiPageExternalLink bcbsca.htm.
- Advanced_IRB wikiPageID "8542941".
- Advanced_IRB wikiPageRevisionID "586621639".
- Advanced_IRB hasPhotoCollection Advanced_IRB.
- Advanced_IRB subject Category:Basel_II.
- Advanced_IRB comment "The term Advanced IRB or A-IRB is an abbreviation of advanced 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 approach the banks are allowed to develop their own empirical model to quantify required capital for credit risk. Banks can use this approach only subject to approval from their local regulators.".
- Advanced_IRB label "Advanced IRB".
- Advanced_IRB sameAs Advanced_IRB.
- Advanced_IRB sameAs m.02777s6.
- Advanced_IRB sameAs Q4686216.
- Advanced_IRB sameAs Q4686216.
- Advanced_IRB wasDerivedFrom Advanced_IRB?oldid=586621639.
- Advanced_IRB depiction UnexpectLoss.jpg.
- Advanced_IRB isPrimaryTopicOf Advanced_IRB.
