THE MANAGEMENT OF CREDIT RISK ACCORDING TO INTERNAL RATINGS- BASED APPROACH
The internal ratings based approach (IRB Approach) was created as part of Basel II replacing the original Basle Accord of 1988 (Basle I) in an effort to create a better framework for regulating bank capital. This paper covers the methodology and components of the IRB Approach used to determine capit...
| Main Authors: | , |
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| Format: | Article |
| Language: | deu |
| Published: |
University of Oradea
2010-12-01
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| Series: | Annals of the University of Oradea: Economic Science |
| Subjects: | |
| Online Access: | http://anale.steconomiceuoradea.ro/volume/2010/n2/105.pdf |