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
1 answer
140 million euros
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
1 answer