Credit risk capital models hanging by a thread in the US : v

Industry insiders expect Fed to drop IRB and IMM when adopting Basel III, but market risk models may survive

Related Keywords

, Federal Reserve , Basel Committee On Banking Supervision Bcbs , Jp Morgan , Securities Industry And Financial Markets Association Sifma , Nited States Us , Basel Iii , Nternal Ratings Based Irb Approach , Nternal Model Method Imm , Nternal Models Approach Ima , Market Risk , Redit Risk Capital , Counterparty Credit Risk , Standardised Approach To Counterparty Credit Risk Sa Ccr , Frtb , Standardised Approaches , Credit Valuation Adjustment Cva , Capital Requirements , Fragmentation , Capital Floor , Regulation ,