internal ratings based approach
- internal ratings based approach
- vidaus reitingais pagrįstas kredito rizikos vertinimo metodas
statusas Aprobuotas
sritis Finansai
apibrėžtis Bankų kredito rizikos vertinimo metodas, taikomas skaičiuojant kapitalo pakankamumą, grindžiamas banko pozicijų kredito rizikos parametrų nustatymu ir atitinkamų rizikos koeficientų funkcijų taikymu, remiantis paties banko vidaus reitingais ir priežiūros institucijos patvirtintais standartais.
trumpoji forma IRB metodas
atitikmenys: angl. internal ratings based approach
šaltinis Lietuvos banko valdybos 2006 m. lapkričio 9 d. nutarimas Nr. 138 „Dėl Kapitalo pakankamumo skaičiavimo bendrųjų nuostatų“ (Žin., 2006, Nr. 142-5442)
Lithuanian dictionary (lietuvių žodynas).
2015.
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