Peter, Balogh; DRAGOS-MIHAIL, BOLOCAN - In: Annals of Faculty of Economics 1 (2010) 2, pp. 665-671
The internal ratings based approach (IRB Approach) was created as part of Basel II replacing the original Basle Accord of 1988 (Basle I) in an effort to create a better framework for regulating bank capital. This paper covers the methodology and components of the IRB Approach used to determine...