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- The term Advanced IRB or A-IRB is an abbreviation of advanced internal ratings-based approach, and it refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions. Under this approach the banks are allowed to develop their own empirical model to quantify required capital for credit risk. Banks can use this approach only subject to approval from their local regulators. Under A-IRB banks are supposed to use their own quantitative models to estimate PD (probability of default), EAD (exposure at default), LGD (loss given default) and other parameters required for calculating the RWA (risk-weighted asset). Then total required capital is calculated as a fixed percentage of the estimated RWA. Reforms to the internal ratings-based approach to credit risk are due to be introduced under the Basel III: Finalising post-crisis reforms. (en)
- Advanced IRB (advanced internal rating-based, AIRB) adalah suatu pendekatan pengukuran risiko kredit yang diusulkan oleh aturan kecukupan modal Basel II untuk . Pendekatan ini mengizinkan bank untuk mengembangkan sendiri model empiris mereka untuk mengkuantifikasikan kebutuhan modal untuk risiko kredit, hanya dengan persetujuan regulator lokal. Penjelasan lanjut mengenai jenis model yang telah diterapkan perbankan dapat dibaca pada . AIRB mengharuskan bank untuk menggunakan model kuantitatif sendiri untuk memperkirakan PD (probability of default), (exposure at default), (loss given default), dan berbagai parameter lain yang dibutuhkan untuk menghitung (ATRM) mereka. Modal total yang dibutuhkan selanjutnya dihitung sebagai suatu persentase tetap dari perkiraan ATRM tersebut. (in)
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- The term Advanced IRB or A-IRB is an abbreviation of advanced internal ratings-based approach, and it refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions. Under this approach the banks are allowed to develop their own empirical model to quantify required capital for credit risk. Banks can use this approach only subject to approval from their local regulators. Reforms to the internal ratings-based approach to credit risk are due to be introduced under the Basel III: Finalising post-crisis reforms. (en)
- Advanced IRB (advanced internal rating-based, AIRB) adalah suatu pendekatan pengukuran risiko kredit yang diusulkan oleh aturan kecukupan modal Basel II untuk . Pendekatan ini mengizinkan bank untuk mengembangkan sendiri model empiris mereka untuk mengkuantifikasikan kebutuhan modal untuk risiko kredit, hanya dengan persetujuan regulator lokal. Penjelasan lanjut mengenai jenis model yang telah diterapkan perbankan dapat dibaca pada . (in)
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- Advanced IRB (en)
- Advanced IRB (in)
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