Daily Archives: March 28, 2016

1 post

Reducing variation in credit risk-weighted assets – The benign and vicious cycles of internal risk models

Reducing variation in credit risk-weighted assets – The benign and vicious cycles of internal risk models March 2016 wasn’t a good month for so called “internal risk models”, the quantitative tools constructed by banks for determining such vital numbers as how much buffer capital is needed to protect the savings […]