Busıness Fınance Iı Deneme Sınavı Sorusu #1053431

  1. Standardized approach
  2. The internal ratings-based (IRB) approach
  3. Value at risk approach

Which of the methodologies mentioned above can be used for calculating credit risk?


Only I

Only II

I and II

I and III

I, II and III


Yanıt Açıklaması:

The Basel Committee permits banks to choose between two broad methodologies for calculating their risk-based capital requirements for credit risk:

Standardized approach and the internal ratings-based (IRB) approach.

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