Credit Risk Modelling > Basel II approaches: SA, F-IRB, and A-IRB
In the video (min 8:31), shouldn't the formula be:
Loans = (1-8%) of 75% of $10 bln
Thanks
1 answers ( 0 marked as helpful)
Hi Jorge,
thanks for bringing this to our attention! We'll investigate the discrepancy as soon as possible and will make an adjustment on our end.
All the best,
365 Eli