Comprehensive Risk Measure

Comprehensive Risk Measure (CRM) one of the 3 components of the the Basel 2.5 regulatory requirement to shore up capital adequacy requirements. Banks are scuttling to meet the December 31 deadline and are therefore required to have at least 6 months of data to test and confirm to the regulators that the models supporting the computation of CRM is fit for purpose.

29 thoughts on “Comprehensive Risk Measure

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