A Bank Enhances its IRB Model for Basel Regulations
This case study examines how a bank enhanced its Internal Ratings-Based (IRB) model to meet regulatory requirements under the Basel framework. To be eligible for the IRB approach, banks must demonstrate they have access to reliable company data to ensure their models perform well.
The document explores the bank's process of improving its IRB model, including specific steps taken and challenges encountered. It provides insights into the enhancements made to the bank's data inputs and modeling approach to strengthen the model's reliability and compliance with Basel regulations.
Read the full case study to learn more about the bank's IRB model enhancement journey and the benefits realized.