| Display title | Finance:Standardized approach (credit risk) |
| Default sort key | Standardized approach (credit risk) |
| Page length (in bytes) | 4,205 |
| Namespace ID | 3032 |
| Namespace | Finance |
| Page ID | 567271 |
| Page content language | en - English |
| Page content model | wikitext |
| Indexing by robots | Allowed |
| Number of redirects to this page | 0 |
| Counted as a content page | Yes |
| HandWiki item ID | None |
| Edit | Allow all users (infinite) |
| Move | Allow all users (infinite) |
| Page creator | imported>Sherlock |
| Date of page creation | 07:01, 6 March 2023 |
| Latest editor | imported>Sherlock |
| Date of latest edit | 07:01, 6 March 2023 |
| Total number of edits | 1 |
| Recent number of edits (within past 90 days) | 0 |
| Recent number of distinct authors | 0 |
Description | Content |
Article description: (description)
This attribute controls the content of the description and og:description elements. | The term standardized approach (or standardised approach) refers to a set of credit risk measurement techniques proposed under Basel II, which sets capital adequacy rules for banking institutions.
Under this approach the banks are required to use ratings from external credit rating agencies to quantify... |
