The European Banking Authority has published final Guidelines on the application of the Internal Ratings-Based approach, in particular, the estimation of risk parameters for non-defaulted exposures, ...

Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...

Turkey’s Banking Regulation and Supervision Agency (BDDK) is moving ahead with plans to permit the use of the Internal Ratings-Based (IRB) Approach to credit risk. Having relied on the Standardized ...

Typical. You wait ages for one examination of the reliability of the IRB approach to own funds requirements to come along and then two appear at the same time. Just as the Basel Committee on Banking ...

The Prudential Regulation Authority (PRA) has opened consultation on measures that could reshape access to Internal Ratings Based (IRB) approaches for mid-tier lenders. Published on 31 July 2025, the ...

Understanding the probability of default in bonds helps investors assess credit risk and make more informed fixed-income investment decisions. (Image: Pixabay) In the nation's rapidly evolving debt ...

Financial institutions have to add a margin of conservatism of type C (MoC C) to their estimates of probability of default in order to account for the statistical uncertainty involved. European ...

Kamakura’s approach to credit risk centres around innovative data analysis. This, and the wealth of data at its disposal, offers more accurate default probability reports and fiscal predictions ...