Pääomavaatimusmallit

Pääomavaatimusmallit, often translated as capital requirement models, are analytical frameworks used by financial institutions, particularly banks, to determine the minimum amount of capital they must hold to cover potential losses. These models are crucial for ensuring financial stability and solvency within the banking sector. Regulatory bodies worldwide, such as the Basel Committee on Banking Supervision, mandate the use of these models to standardize capital adequacy requirements.

The fundamental purpose of capital requirement models is to quantify the risks a bank faces. These risks typically include credit risk (the risk of borrowers defaulting on their loans), market risk (the risk of losses due to fluctuations in market prices like interest rates or stock prices), and operational risk (the risk of losses arising from inadequate or failed internal processes, people, and systems, or from external events). Different models exist to assess these risks, ranging from standardized approaches to more sophisticated internal ratings-based (IRB) or internal models approaches (IMA).

Under the internal models approach, banks develop their own proprietary models, validated by supervisors, to calculate risk-weighted assets (RWAs). These RWAs are then used to determine the capital a bank must hold as a percentage of these assets. The goal is to ensure that banks have sufficient capital buffers to absorb unexpected losses and remain operational during periods of financial stress, thereby protecting depositors and the broader financial system. The evolution of these models reflects a continuous effort to improve the accuracy of risk measurement and the effectiveness of capital regulation.