riskparameters.eu
riskparameters.eu

Internal Rating Systems

  • Apply for an Internal Ratings Based Approach to benefit from
    • lower capital requirements and
    • lower capital costs through improved analyst rating
  • Build an Internal Rating System that fulfills the minimum requirements laid out in the Basel 2 capital accord
  • Calculate PD, LGD and CCF parameters to feed the risk weight functions and risk weighted assets calculation
  • Use risk parameters to improve overall risk and performance management
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© Hendrik Wagner