FRM: Basel internal ratings-based (IRB) risk weight function
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16 سال پیش
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Basel's IRB determines a capital
Basel's IRB determines a capital charge (K) = Credit Value at Risk (CVaR) @ 99.9% – Expected Loss (UL). This function is estimating an unexpected loss (UL). For more financial risk videos, visit our website! www.bionicturtle.com/
16 سال پیش
در تاریخ 1387/08/01 منتشر شده
است.
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