JD Supra

European Banking Authority Finalizes Guidelines on the Application of the IRB Approach

The European Banking Authority has published final Guidelines on the application of the Internal Ratings-Based approach, in particular, the estimation of risk parameters for non-defaulted exposures, ...
JD Supra

European Banking Authority Publishes Final Guidelines on Application of Definition of Default

The European Banking Authority published the final Guidelines specifying the application of the definition of default in relation to the Internal Ratings Based Approach and the Standardized Approach ...
Finextra

Laying a solid foundation for the IRB Approach in Turkey

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 ...
Business Wire

Fitch Ratings: Evaluating Basel II Asset Correlations Empirically

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 ...
Finextra

PRA consultation signals a potential new route to IRB for mid-tier firms

The Prudential Regulation Authority (PRA) has opened consultation on measures that could reshape access to Internal Ratings Based (IRB) approaches for mid-tier lenders. Published on 31 July 2025, the ...
Euromoney

Regulation: TRIM stokes IRB stand-off between Basel and the ECB

Typical. You wait ages for one examination of the reliability of the IRB approach to own funds requirements to come along and then two appear at the same time. Just as the Basel Committee on Banking ...
Risk

Variance estimation for the quantification of the margin of conservatism category C

Financial institutions have to add a margin of conservatism of type C (MoC C) to their estimates of probability of default in order to account for the statistical uncertainty involved. European ...