Incremental Risk Charge
A survey of banks’ preparedness
This survey conducted by InteDelta and sponsored by SunGard investigates bank’s preparations for Incremental Risk Charge (IRC).
Incremental Risk Charge (IRC) traces its roots back to 2005 when the Basel Committee first considered the need for a new requirement for banks to model and hold capital against risk for credit risky assets held under the banks’ value-at-risk (VaR) framework.
The first guidelines for Incremental Default Risk (IDRC) were issued for
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