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risk underestimation by the IRB approach. Therefore, macroprudential add-ons are of use to offset such IRB limitations. Keywords: Basel II, IRB, correlated defaults, asset correlation,

the IRB approach, the Bank of Russia specified the procedure for banks to apply internal methodologies and models within the framework of the IRB approach.

into early warning systems Commodity Cycles and Financial Instability in Emerging Economies IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights

of 01.04.2025 Authorised capital* Financial performance Credit risks according to IRB * Including the share premium. Consolidation in the banking sector through mergers of

18(2), 125-134 (2023) Penikas, H. IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights Risk Management, 25(1), 1-27

be applied by banks calculating credit risks using the internal ratings based (IRB) approach. Although banking and macroprudential regulation measures are not designed to solve

be applied by banks calculating credit risks using the internal ratings based (IRB) approach. Although banking and macroprudential regulation measures are not designed to solve

Р100 million where banks may assess credit risk applying the internal ratings-based (IRB) approach without using official financial statements. The decision will take effect on

weight for loans issued to large companies by the banks applying the IRB approach. Box 5. Macroprudential add-ons for claims on highly leveraged companies The

Imperial Оrb and Scepter Series: Diamond Fund of Russia Date of Issue 26.08.2016 Catalogue number 5115-0126 Diamond Fund of Russia Date of Issue