Internal Rating System

Edward H K Ng

Chapter 10 in Risk Analytics:From Concept to Deployment, 2021, pp 119-149 from World Scientific Publishing Co. Pte. Ltd.

Abstract: Banking is one domain where risk analytics has become prominent. This is largely due to a significantly more demanding risk management regime known as the New Basel Capital Accord or Basel II. More than 100 countries have committed to this standard and implemented local regulations to enforce compliance. It has been estimated that European banks have to spend tens of millions of Euros just to acquire the needed software and hardware to develop the metrics required…

Keywords: Risk; Modeling; Basel II; Quantification; Data Management; Data Integration; Decision Support; Online Analytical Programming (search for similar items in EconPapers)
JEL-codes: D81 G32 (search for similar items in EconPapers)
Date: 2021
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789811239069_0010 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789811239069_0010 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789811239069_0010

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().