Access this content
Your content has been opened.
Impact of Capital Rules on Risk Rating Systems has been emailed to . Entered the wrong email?
Don't see the content in your inbox?
Make sure to check your spam and other messages folders.
Can't get to your email right now?
Please enter a valid verification code.
Code sent to:
Register to access this content
By accessing content on the Bank Systems & Technology Online Buyer's Guide you agree to our Terms of Service and Privacy Policy; and, you acknowledge that your information may be shared with the content publisher.
The rapidly evolving bank regulatory environment – particularly Basel II and Basel III capital requirements and stress testing – in addition to ongoing pressure to strengthen internal controls are placing new and costly burdens on credit risk modeling. Banks utilizing the Internal Ratings-Based (IRB)approach for calculating capital requirements must build flexibility into their risk rating platforms to respond quickly to changes in market conditions and regulations.