Currently, the State Duma is considering japan telegram data a bill that will oblige systemically important crit institutions to use the internal ratings approach (IRA) when assessing crit risk from January 1, 2030. Currently, the IRA approach is us by four SZKOs. Is there a request from other systemically important banks that want to switch to the IRA and will be able to do so in the next year or two? And how great is the Central Bank’s desire to extend this to universal banks in the coming years?
Large banks with a universal license
can now apply for the PVR. One bank that is not a SZKO has already appli, and we will begin validating its models in the near future.
Of the systemically important banks, four currently use the PVR approach in both the corporate and retail segments; some banks have already come to us for the second time with their models, and we have updat and revis their risk weights.
The remaining SZKOs understand
this transition is inevitable for them, this is a how to create an effective proposition for the customer very important job that they must do. In addition to the capital savings that banks strive for when switching to the IVR, first of all, it is about improving the quality of risk management assessment and america email more accurate risk assessment: models are built on the basis of specific real data with a depth of at least 10 years, relat to the level of losses, the probability of default, and so on.
