The Prudential Regulation Authority (PRA) has opened consultation on measures that could reshape access to Internal Ratings Based (IRB) approaches for mid-tier lenders. Published on 31 July 2025, the ...
The Prudential Regulation Authority (PRA) has confirmed that it will publish a Discussion Paper (DP) this summer, aimed at improving access to Internal Ratings Based (IRB) model permissions for ...
Kamakura’s approach to credit risk centres around innovative data analysis. This, and the wealth of data at its disposal, offers more accurate default probability reports and fiscal predictions ...
Typical. You wait ages for one examination of the reliability of the IRB approach to own funds requirements to come along and then two appear at the same time. Just as the Basel Committee on Banking ...