Definicja simulation (FS-BA)
Execution of a calculation run with real or simulated risk parameters where the results are not used for the calculation of the actual capital requirement.Example
A bank uses the IRB approach to value its corporates, banks, and retail portfolios. It uses the standardized approach for all other portfolios. The bank has already set up an internal rating method for sovereigns but this method has not yet been integrated into the bank's processes or approved by the regulatory bodies. So the IRB approach is to be used to calculate or simulate the capital requirement of the portfolio for sovereigns.
Słownik i definicje SAPa na S.