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    • Marketing requirements for AIFs and UCITS
      • Notification requirements concerning EU managers marketing of alternative investment funds established in an EU country in Denmark
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Information about the IRB approach

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

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

Last updated 24-03-2022

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Danish Financial Supervisory Authority
Strandgade 29
1401 København K

Phone: +45 33 55 82 82

EAN nummer: 5798000021006
CVR nummer: 10598184

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