The term standardized approach (or standardised approach) refers to a set of credit risk measurement techniques proposed under Basel II, which sets capital adequacy rules for banking institutions. Under this approach the banks are required to use ratings from external credit rating agencies to quantify required capital for credit risk. In many countries this is the only approach regulators approved in the initial phase of Basel II implementation. The Basel II accord proposes to permit banks a choice between two broad methodologies for calculating their capital requirements for credit risk. The other alternative is based on internal ratings.
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| - Standardansatz (de)
- Standardized approach (credit risk) (en)
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| - Unter einem Standardansatz versteht man im Finanzwesen meist aufsichtsrechtlich vorgegebene Berechnungsmethoden für Risiken wie Kreditrisiko, Marktrisiko und Operationelles Risiko, mit deren Hilfe die Unterlegung mit Eigenkapital errechnet werden kann. (de)
- The term standardized approach (or standardised approach) refers to a set of credit risk measurement techniques proposed under Basel II, which sets capital adequacy rules for banking institutions. Under this approach the banks are required to use ratings from external credit rating agencies to quantify required capital for credit risk. In many countries this is the only approach regulators approved in the initial phase of Basel II implementation. The Basel II accord proposes to permit banks a choice between two broad methodologies for calculating their capital requirements for credit risk. The other alternative is based on internal ratings. (en)
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| - Unter einem Standardansatz versteht man im Finanzwesen meist aufsichtsrechtlich vorgegebene Berechnungsmethoden für Risiken wie Kreditrisiko, Marktrisiko und Operationelles Risiko, mit deren Hilfe die Unterlegung mit Eigenkapital errechnet werden kann. (de)
- The term standardized approach (or standardised approach) refers to a set of credit risk measurement techniques proposed under Basel II, which sets capital adequacy rules for banking institutions. Under this approach the banks are required to use ratings from external credit rating agencies to quantify required capital for credit risk. In many countries this is the only approach regulators approved in the initial phase of Basel II implementation. The Basel II accord proposes to permit banks a choice between two broad methodologies for calculating their capital requirements for credit risk. The other alternative is based on internal ratings. Reforms to the standardised approach to credit risk are due to be introduced under the Basel III: Finalising post-crisis reforms. (en)
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