NEW YORK--(BUSINESS WIRE)-- Credit Benchmark, in collaboration with Oliver Wyman, announced today the launch of IRB Nexus, an innovative credit analytics solution that helps banks enhance regulatory ...
Evaluate portfolio characteristics: Assess your portfolio's default level and external rating coverage. This evaluation will guide you in selecting the most appropriate target variable approach. This ...
The Prudential Regulation Authority (PRA) has confirmed that it will publish a Discussion Paper (DP) this summer, aimed at improving access to Internal Ratings Based (IRB) model permissions for ...
The internal-ratings based approach for banks to quantify capital for credit risk – a framework deployed by over 100 banks, from Europe to China and Australia – is in crisis. While the Fed has been ...
Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...
MILAN, June 30 (Reuters) - Italy's Banco Popolare expects a limited negative effect on its core capital ratio from the revision of data series used in its internal risk models, a top executive said on ...
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