Models Task Force

Working group of the Basel Committee tasked with designing procedures for the Internal Ratings-Based Approach (IRBA) to be newly introduced under Basel II. – See BaFin’s Annual Report 2003, p. 38 ff., BaFin’s Annual Report 2004, p. 99 f. (assessment of various procedures; fact sheet), BaFin’s Annual Report 2005, p. 119 f. (approval procedure), BaFin’s Annual Report 2006, p. 46 f. (delimitation issues for supervision), p. 114 (institutions can use their internally used rating systems to determine the capital backing for counterparty risks) and the respective BaFin Annual Report.

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University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
E-mail address: info@ekrah.com
https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk
https://www.jung-stilling-gesellschaft.de/merk/
https://www.gerhardmerk.de/