iCreate: Higher Capital in Basel Advanced Approaches: Debunking the IMA Myth
A successful Internal Model Approach (IMA) strategy should be of operational use to the bank along with meeting regulatory requirements. Advanced approaches such as the IMA is being mandated by banking regulators across the member countries of Basel Committee for Banking Supervision (BCBS). This paper discusses how IMA aims to reduce the capital requirement, and also why it is important for banks to understand the rationale behind the IMA.
Risk weighted assets are calculated for Credit
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