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Standard approach to credit risk under Basel II

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Uploaded by on Oct 21, 2008

The standard approach is a lookup table based on (i) external credit rating and (ii) the type of counterparty.

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  • is there a video for calculating alpha?

  • awesome and free! thanks!

  • Really brilliant, clear consise. Just makes sense

  • A single conversation across the table with a wise man worth a month's study of books.

  • Thanks for this.

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