IRB approach

pristup utemeljen na unutarnjem rangiranju

Englesko-Hrvatski Glosar bankarstva, osiguranja i ostalih financijskih usluga. 2013.

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  • IRB-подход — (англ. Internal Risk Based Approach) подход к оценке кредитных рисков банков для целей оценки достаточности регулятивного капитала, основанный на использовании внутренних рейтингов заемщиков, то есть рейтингов, устанавливаемых самими банками …   Википедия

  • IRB-Formel — Die IRB Formel ist ein Begriff des Bankenwesens. Sie dient zur Ermittlung der Mindesteigenkapitalanforderungen für Kreditrisiken. Sie ist im IRB Ansatz von Basel II (Internal Ratings Based Approach) zur Berechnung der Eigenmittelunterlegung von… …   Deutsch Wikipedia

  • IRB — Die Abkürzung IRB steht für: International Rugby Board, den Rugby Union Weltverband Irische Republikanische Bruderschaft Fraunhofer Informationszentrum Raum und Bau und den dazugehörigen IRB Verlag die interaktive Rubykonsole der… …   Deutsch Wikipedia

  • Irb — Die Abkürzung IRB steht für: International Rugby Board, den Rugby Union Weltverband; Irische Republikanische Bruderschaft; Fraunhofer Informationszentrum Raum und Bau und den dazugehörigen IRB Verlag; Die interaktive Rubykonsole der… …   Deutsch Wikipedia

  • Advanced IRB — The term Advanced IRB or A IRB is an abbreviation of advanced internal rating 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… …   Wikipedia

  • Foundation IRB — The term Foundation IRB or F IRB is an abbreviation of foundation 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… …   Wikipedia

  • Standardized approach — According to International Convergence of Capital Measurement and Capital Standards, known as Basel II, the standardized approach is a set of risk measurement techniques for banking institutions. The term may be used in the context of credit risk …   Wikipedia

  • Standardized approach (credit risk) — The term standardized approach (or standardised approach) 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 required to use ratings from …   Wikipedia

  • internal ratings based approach — vidaus reitingais pagrįstas kredito rizikos vertinimo metodas statusas Aprobuotas sritis Finansai apibrėžtis Bankų kredito rizikos vertinimo metodas, taikomas skaičiuojant kapitalo pakankamumą, grindžiamas banko pozicijų kredito rizikos parametrų …   Lithuanian dictionary (lietuvių žodynas)

  • Loss given default — Basel II Bank for International Settlements Basel Accords Basel I Basel II Background Banking Monetary policy Central bank Risk …   Wikipedia

  • Exposure at default (EAD) — is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution. This is an attribute of any exposure on bank s client.DefinitionIn general EAD can be seen as an estimation of the extent… …   Wikipedia

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