'General market risk' presentation slideshows

Incremental Risk Charge (IRC) Calculation

The incremental risk charge (IRC) is a regulatory requirement from the Basel Committee in response to the financial crisis. It measures default and credit migration risk at a 99.9% confidence level over a one-year capital horizon. This presentation describes methodology and implementation details of IRC. You can find more information at http://www.finpricing.com/paperList.html

276 views • 12 slides

LET BSIFG BE YOUR CAREER ENGINE

181 views • 10 slides