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  1. FINANCE|financial institutions and credit

    #585582

    IATE #3556393
    cur chuige na samhlacha inmheánacha Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    IMA | interner Modellansatz
    de
    Internal Model Approach | IMA | Internal Model Method
    en
    Definition approach where banks’ proprietary in-house models are used for the calculation of market risk capital as an alternative to a standardised measurement framework Reference AN INTERNAL MODEL-BASED APPROACH TO MARKET RISK CAPITAL REQUIREMENTS, BIS, http://www.bis.org/ [05.04.2013]
    Comment See also:Supervisory volatility adjustments approach [ IATE:2247647 ]Own Estimates volatility adjustments approach [ IATE:2234461 ]
    approche du modèle interne | AMI | méthode fondée sur les modèles internes
    fr