Definition and Citations:
A creditbased CAPITAL ALLOCATION process promulgated by the BANK FOR INTERNATIONAL SETTLEMENTS (BIS) under the INTERNAL RATINGS BASED (IRB) APPROACH. BANKS use internal models to determine a COUNTERPARTY
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A creditbased CAPITAL ALLOCATION process promulgated by the BANK FOR INTERNATIONAL SETTLEMENTS (BIS) under the INTERNAL RATINGS BASED (IRB) APPROACH. BANKS use internal models to determine a COUNTERPARTY