• Rules and Practice
    • Acts
    • Shortselling
    • Solvency
    • Registration of algorithmic trading and direct electronic access
    • Governance
    • Solvency II - Insurance
    • Transparency and accountability in the field of insurance
  • Fact & Figures
    • Market development
  • Supervision
    • Companies under supervision
    • Decisions
    • Orders
    • Reprimands
    • European tests
    • Fintech
    • Prospects
      • Certificates of approval
        • Previous certificates of approval
    • Warnings against companies
      • 2021
      • 2020
  • Reporting
    • Apply for authorization
    • Major shareholder notifications
    • Information form on assessment of fitness and propriety
    • Fit & Proper guidelines
    • How to enquire about establishing an investment company in Denmark
    • Practical information on the prospectus approval process
  • News
  • About us
  • Contact
  • Whistleblower
  • Dansk
  • Market development
  • Dansk
  • Market development
  • News
  • About us
  • Contact
  • Whistleblower
  1. Financial Supervisory Authority
  2. Rules and Practice
  3. Solvency
Created: 18 okt 2017
Updated: 24 mar 2022

Information about the IRB approach

On this page you will find basic information and updates about the IRB approach.

Share

  • IRB Rating Philosophy 
  • Number-weighted LGD and CF estimates in the IRB approach
  • Maturity
  • Internal Audits Role
  • Validation of changes to the IRB Approach prior to implementation
  • Guidance on IRB model validation
  • Guidance on the treatment of underestimation

  • Rules and Practice
    • Acts
    • Shortselling
    • Solvency
    • Registration of algorithmic trading and direct electronic access
    • Governance
    • Solvency II - Insurance
    • Transparency and accountability in the field of insurance
ADDRESS
Finanstilsynet
Århusgade 110
2100 København Ø
Contact
Popular links
Market development
Risk assessment of countries
Companies under supervision
Warnings against companies
Quicklinks
Press releases
European tests
Solvency
Organisational Chart
About the website
About us
WAS
Privacy policy
Cookies