Internal Models Approach

The Internal Models Approach is a regulatory framework for market risk supervision that permits financial institutions to use their own internally developed risk measurement models, subject to supervisory approval, to calculate capital requirements instead of relying on standardized formulas.

404

Publications

35.1K

Citations

985

Authors

485

Institutions

Publications per year

2017–2026

91

Authors

985

  1. LM
    Lorenzo Marconi

    University of Bologna, Italy

    9 publications · 369 citations

    9

    h-index

  2. JH
    Jie Huang

    Chinese University of Hong Kong, Hong Kong SAR China

    8 publications · 583 citations

    8

    h-index

  3. MK
    Mitsuo Kawato

    Advanced Telecommunications Research Institute International, Japan

    7 publications · 564 citations

    7

    h-index

  4. HI
    Hiroshi Imamizu

    Advanced Telecommunications Research Institute International, Japan

    6 publications · 546 citations

    6

    h-index

  5. YS
    Youfeng Su

    Fuzhou University, China

    6 publications · 535 citations

    6

    h-index

1–5 of 985

Venues

  1. IEEE Transactions on Automatic Control

    15 publications · 1.8K citations

    14

    h-index

  2. SSRN Electronic Journal

    Repository · 14 publications · 458 citations

    12

    h-index

  3. Automatica

    10 publications · 3.7K citations

    10

    h-index

  4. International Journal of Robust and Nonlinear Control

    IJRCEA · 6 publications · 141 citations

    6

    h-index

  5. Cognitive Science

    5 publications · 2.1K citations

    5

    h-index

1–5