Regulatory requirements on risk management in banks stipulates calculation approaches to regulatory capital requirement for credit risk. These requirements have the basis in documents and standards published by BCBS (Basel II/III and related documents), which have recommendatory character. The BCBS documents serves as a basis for directive (CRD) and regulation (CRR) of European Union, dealing with this issue. This legislation is binding for the Czech Republic as an EU Member State and it is incorporated into the Czech legal system by the Decree of CNB on the performance of the activities of banks, credit unions and investment firms. Accordingly, there is a need for a software solution to calculate the capital requirement for credit risk. The solution is the software CADCalc® Credit.
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