Risk.net

S&P to release report on use of data in IRB systems

In the report, S&P questions the methodological consistency that a bank’s IRB systems could accurately predict S&P’s ratings on currently unrated banks. The report provides a comparison of the company’s own approach to other IRB systems.

To receive a copy of the report before it goes on general release, email Florence Henderson at S&P.

BaselAlert.com
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