Nykredit transitioned all of its credit risk calculated under the foundational internal ratings-based (F-IRB) approach to the advanced internal ratings-based (A-IRB) approach in the second quarter.
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 ...
* Winst approval from Norway's FSA regulator to use advanced IRB approach for calculating regulatory capital requirements for credit risk Sign up here. * Approval applies to corporate market. For the ...
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 ...
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 ...
The Global Regulatory Brief provides monthly insights on the latest risk and regulatory developments. This brief was written by Bloomberg’s Regulatory Affairs Specialists. On August 7, President Trump ...