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, ...

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 ...

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 ...

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 ...

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 ...