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IRC in Banking commonly refers to Incremental Risk Charge, which is a regulatory capital requirement designed to cover the potential losses from incremental risks in a firm's trading activities. This charge aims to ensure that banks maintain sufficient capital to mitigate risks associated with less liquid positions and unexpected market movements.
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15 Ιαν 2012 · These Guidelines include provisions on the IRC modelling approaches employed by credit institutions using the Internal Model Approach (‘IMA’) for the calculation of the required capital for specific interest risk in the trading book.
An incremental risk charge (IRC) is a regulatory requirement from the Basel Committee in response to the financial crisis. It supplements existing Value-at-Risk (VaR) and captures the loss due to default and migration events at a 99.9% confidence level over a one-year capital horizon.
As described in more detail below, the IRC represents an estimate of the default and migration risks of unsecuritised credit products over a one-year capital horizon at a 99.9 percent confidence level, taking into account the liquidity horizons of individual positions or sets of positions.
What does IRC stand for in Finance? Get the most popular IRC abbreviation related to Finance.
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14 Αυγ 2024 · IRC Economics Abbreviation. What does IRC stand for in Economics? 5 meanings of IRC abbreviation related to Economics:
