Internal Rating-Based (IRB) Banks List?

Posted in the Banking Forum

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1 - 6 of 6 Comments Last updated Jul 4, 2013
Ascendente

Modena, Italy

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#1
Jul 2, 2013
 

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Hi everybody,
I was wondering how I can survey whether a bank applies the standardized approach, the Foundation IRB or the Advanced IRB.
Is it also possible to know when they have started using an IRB approach ?
Is it finally possible to know for which business lines they apply such innovative approaches ?

I know the question is quite tough, I thank you in advance for any help !
Bye !

Since: Nov 12

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#2
Jul 3, 2013
 

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Ascendente...Nice question well posed! I do not think that the average poster on here is aware that Basel even exists as a city, let alone that there were a number of rules promulgated in I, II let alone III.....

Credit and risk is something most Europen banks are running shy from right now because for many years they used their own default statistics to create the profile of borrowers they would prefer to do business with, and all this got shot down in flames starting in 2008 and the advent of the Basel protocols further made them sit up and take note......

From my point of view ACTUAL exposure to default is weighing heavily rather than Expected or even REAL these days...... I know for sure that most German banks are running scared on implementation of Basel II, and are now looking at Basel III for guidnace which is sadly lacking!!
Ascendente

Italy

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#3
Jul 3, 2013
 

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Hi St-John, I must agree with you: the majority of people don't mind about financial regulation and stuff like this, they just use to blame banks for whatever they are concerned about.

Anyway, I know that the regulatory framework is quite inappropriate and I hope the new Directives will bring the situation back on the right direction. We simply need this!

Honestly, I was looking for a database containing information about the approach single banks apply in order to carry on their own risk management activity. I need it for my final thesis and I would like not to go through all banks' annual reports in order to find that information. Unfortunately I am slightly surrending to this perspective.

Since: Nov 12

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#4
Jul 3, 2013
 

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Ascendente, I do not think that such a database exists in the public domain, or if it does then it is something a bank would be horrified to know that it is publically available, because I know that such proprietary information is guarded and considered highly confidential!

I worked in the C & R department of a UK bank in the 1980's and we used good old credit scoring techniques based on a simple points system...then we took a credit rating agency report and added this in to the mix ...and so we moved on to "behavioral" scoring.... and then it all became rather subjective.

I now work in a European bank as an inspector and I know that our risk management is based on algorhythmic probabilities designed by rocket scientists who do not know what the real world is like....but my opinion counts for nothing because I used to say that a man with 10 satisfied court judgments was a good risk, because he always paid in the end!!

Best of luck with your thesis!!

Since: Jul 11

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#5
Jul 3, 2013
 
A Justday

Buffalo, NY

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#6
Jul 4, 2013
 

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What happened to banks in Egypt??? Check Citibank's rating...It will surprise you!!!

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