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Internal Rating System

In: RISK ANALYTICS From Concept to Deployment

Author

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  • EDWARD H K NG

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…

Suggested Citation

  • Edward H K Ng, 2021. "Internal Rating System," World Scientific Book Chapters, in: RISK ANALYTICS From Concept to Deployment, chapter 10, pages 119-149, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811239069_0010
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    More about this item

    Keywords

    Risk; Modeling; Basel II; Quantification; Data Management; Data Integration; Decision Support; Online Analytical Programming;
    All these keywords.

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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