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, ...

The European Banking Authority published the final Guidelines specifying the application of the definition of default in relation to the Internal Ratings Based Approach and the Standardized Approach ...

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 ...

NEW YORK & LONDON--(BUSINESS WIRE)--A new report by Fitch demystifies the Basel II treatment of asset correlation and provides original empirical analysis of the correlation values assumed under the ...

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 ...

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 ...

An icon in the shape of a lightning bolt. Impact Link What is the mathematical likelihood that a sovereign will default? Citi's Investment and Research team thinks they have a pretty good answer. A ...

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 ...

Betsy began her career in international finance and it has since grown into a comprehensive approach to journalism as she's been able to tap into that experience along with her time spent in academia ...