Sökning: "IRK-modeller"

Hittade 1 uppsats innehållade ordet IRK-modeller.

  1. 1. The impact of the IRB approach on the Swedish bank system

    Kandidat-uppsats, KTH/Fastigheter och byggande

    Författare :Agnes Wenell; Simon Sjödin; [2016]
    Nyckelord :Basel II; IRB approach; credit risk; capitalization; Basel II; IRK-modeller; kreditrisk; kapitalisering;

    Sammanfattning : Since the implementation of the Basel II framework in 2007, banks have been given the  opportunity to apply for the option to develop intern models for calculating their required capital. The purpose with this opportunity is that the capital requirements will correspond to the real risk exposure. LÄS MER