IRB guidance (Please note that this document is an unofficial translation. The official guidance is only available in Danish and it can be found here )
Information about the IRB approach
On this page you will find basic information and updates about the IRB approach (the Internal Ratings Based approach). Under the IRB approach, credit institutions may use internal models to calculate parts of their capital requirement for credit risk. This possibility is only available to institutions who have received prior permission from Finanstilsynet.
Last updated
21-08-2025