Turkey’s Banking Regulation and Supervision Agency (BDDK) is moving ahead with plans to permit the use of the Internal Ratings-Based (IRB) Approach to credit risk. Having relied on the Standardized ...
The Norinchukin Bank shifted a large portion of its credit risk-weighted assets (RWAs) from the supervisory slotting approach to the more granular advanced internal ratings-based (A-IRB) approach in ...
NEW YORK & LONDON--(BUSINESS WIRE)--A new report by Fitch demystifies the Basel II treatment of asset correlation and provides original empirical analysis of the correlation values assumed under the ...
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