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Credit Risk Modelling > Basel II approaches: SA, F-IRB, and A-IRB

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Credit Risk Modelling > Basel II approaches: SA, F-IRB, and A-IRB

Super Learner 3 weeks ago

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In the video (min 8:31), shouldn’t the formula be:
Loans = (1-8%) of 75% of $10 bln
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Credit Risk Modelling > Basel II approaches: SA, F-IRB, and A-IRB

Credit Risk Modelling > Basel II approaches: SA, F-IRB, and A-IRB

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