# IRB approach (internal rating-based approach)

- Canonical URL: https://www.gerhardmerk.de/irb-approach-internal-rating-based-approach
- Post ID: 588075
- Modified: 2023-07-25T21:01:28+00:00
- Language: en

## Definition

Method to be used under Basel II to measure credit risk. - See Rating, internal. - Cf. Deutsche Bundesbank Monthly Report of September 2004, p. 78 et seq. (detailed explanation), ECB Monthly Report of January 2005, p. 53 et seq., BaFin Annual Report 2004, p. 97 et seq. (results of a survey on the application) as well as the respective BaFin Annual Report, Deutsche Bundesbank Monthly Report of April 2006, p. 37 et seq. (rating for central bank eligible collateral). Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent! 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/

## Machine-readable

- Generator: Merk Knowledge 2.0.0