Asked by SS
Suppose that the assets of a bank consist of 200 million euros of retail loans.
The PD is 1% and the LGD is estimated to be 70%.The value in million euros of RWA under the F-IRB approach iS
The PD is 1% and the LGD is estimated to be 70%.The value in million euros of RWA under the F-IRB approach iS
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140 million euros
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