FRM: Basel internal ratings-based (IRB) risk weight function

Описание к видео FRM: Basel internal ratings-based (IRB) risk weight function

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! http://www.bionicturtle.com

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