Credit risk mitigation in Basel II

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Uploaded by on Oct 23, 2008

For secured (collateralized) exposures, the simple approach to CRM substitutes the risk-weight of the collateral (i.e., it operates on the risk-weight term of the formula). For secured (collateralized) exposures, the comprehensive approach adjusts the net exposure (i.e., it operated on the exposure term of the formula).

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  • Great!

  • thank u

  • Fabulous. Thanks for putting this resource up on youtube.

  • That's really helpful

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