Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using key metrics like LGD, EAD, and PD.
The revised approach to the regulation of banks’ trading books – focusing on capturing deep losses during systemic crises and a tougher approach to internal-risk modeling – will limit lucrative ...
HONOLULU, April 18, 2007 - Kamakura Corporation reported today that a new edition of "Credit Risk Models and the Basel Accords," by Kamakura's Donald R. van Deventer and Kenji Imai, has been released ...
In November 2025, the National Bank of Ethiopia (NBE) issued a risk-based capital adequacy requirements directive for banks. Directive No. SBB/95/2025 has given recognition for Basel II and Basel III ...