IRB approach definition

IRB approach means the method of calculating an AI’s credit risk under the internal ratings-based approach as set out in Part 6 of the Banking (Capital) Rules;
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IRB approach means Internal Ratings-based Approach.
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IRB approach. (IRB 計算法) means the internal ratings-based approach; “IRB class” (IRB 類別) has the meaning assigned to it by section 139(1); “IRB coverage ratio” (IRB 涵蓋比率) has the meaning assigned to it by
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Examples of IRB approach in a sentence

  • Banks are permitted to distinguish separately exposures to small- and medium-sized entities (SME), as defined in paragraph CA- 5.3.4.MODULECA: Capital AdequacyCHAPTERCA-5 Credit Risk ─ The Internal Ratings-Based Approach CA-5.2 Mechanics of the IRB Approach (continued)CA-5.2.6 Within the corporate asset class, five sub-classes of specialised lending (SL) are identified.

  • Relevant authorities are recommended to reciprocate the Swedish measure by applying it to domestically authorised credit institutions using the IRB Approach that have direct retail exposures to obligors residing in Sweden secured by immovable property.

  • A number of retail businesses have been accredited to use the Internal Ratings Based (IRB) Approach, whereby retail exposures are assigned to pools based on both borrower and transaction risk and where the PD and LGD estimates are derived from Macquarie’s loss history for exposures in that pool.

  • These reforms introduce significant limitations on the ability of banks to reduce their capital requirements through their calculation of risk weighted assets ("RWAs") using the Internal Ratings Based approach (the "IRB Approach").

  • A-5.8.16C A bank must have a meaningful distribution of exposures across grades with no excessive concentrations, on both its borrower-rating and its facility-rating scales.MODULECA: Capital AdequacyCHAPTERCA-5 Credit Risk ─ The Internal Ratings-Based Approach CA-5.8 Minimum Requirements for IRB Approach (continued)CA-5.8.17To meet this objective, a bank must have a minimum of seven borrower grades for non-defaulted borrowers and one for those that have defaulted.

  • Relevant authorities are recommended to reciprocate the Belgian measure by applying it to domestically authorised credit institutions using the IRB Approach that have direct retail exposures secured by residential immovable property located in Belgium.

  • In this case the relevant authorities should monitor the materiality of the exposures and are recommended to reciprocate the Belgian measure when a credit institution using the IRB Approach exceeds the threshold of EUR 2 billion.

  • Under the Advanced IRB Approach, banks use their own estimates of all three risk components.

  • In accordance with Article 458(5) of Regulation (EU) No 575/2013, relevant authorities of the Member States concerned are recommended to reciprocate the Swedish measure by applying it to branches located in Sweden of domestically authorised credit institutions using the IRB Approach within the deadline specified in sub- recommendation C(3).

  • The reforms include revisions to the IRB Approach for credit risk, revised minimum capital requirements for market risk, revisions to the credit value adjustment risk framework, amendments to the leverage ratio exposure measure and the introduction of a leverage ratio buffer for global systemically important banks (“G-SIBs”), which will take the form of a Tier 1 capital buffer set at 50% of a G-SIB’s risk-weighted capital buffer.


More Definitions of IRB approach

IRB approach means an approach for calculating the capital requirement for the investment portfolio’s credit risk and the risk of the investment portfolio’s dilution based on an internal rating,
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Related to IRB approach

  • CFIUS Approval means (a) CFIUS has concluded that the Transaction is not a “covered transaction” and not subject to review under the DPA, (b) CFIUS has issued a written notice that it has completed a review or investigation of the notification voluntarily provided pursuant to the DPA with respect to the Transaction, and has concluded all action under the DPA without imposing a Burdensome Condition or (c) if CFIUS has sent a report to the President of the United States requesting the President’s decision and (i) the President has announced a decision not to take any action to suspend or prohibit the Transaction or (ii) having received a report from CFIUS requesting the President’s decision, the President has not taken any action after fifteen (15) days from the earlier of the date the President received such report from CFIUS or the end of the investigation period.

  • Project Implementation Plan means the detail plan submitted by the Developer with regard to development of Project Facilities and its operation and management thereof in accordance with this Agreement and to be appended as Schedule 9 to this Agreement.