A far smaller share of banks’ credit risk capital and exposures is set to be calculated using their own internal models under the fully loaded Basel III rules, as the new framework disqualifies some ...

Sberbank’s embrace of the internal ratings-based approach (IRB) for credit risk – part of its transition to using Basel III advanced rules for capital adequacy – helped it on its way to an improved ...

STOCKHOLM, June 16 (Reuters) - Swedbank : * Receives approval from to use advanced IRB approach * Says this will reduce the bank's risk exposure amount (REA) by nearly SEK 70 bln, a bit more than ...

STOCKHOLM, June 16 (Reuters) - Swedbank : * Receives approval from to use advanced IRB approach * Says this will reduce the bank's risk exposure amount (REA) by nearly SEK 70 bln, a bit more than ...

UK banks face significant changes to regulatory capital requirements under the Basel 3.1 framework. The PRA’s recent publication, PS9/24, sheds further light on these changes but also brings new ...

Credit risk data and analytics provider Credit Benchmark, in partnership with management consulting firm Oliver Wyman, has introduced IRB Nexus, an advanced solution aimed at enhancing the performance ...