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Standardised approach for credit risk
Hi Yasemin! nice to meet you..yeah it's a good idea.. we can talk on facebook if you want and compare our work about this topic. Let me know,please- michsant
- Post #9
- Forum: P2.T6. Credit Risk (25%)
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Standardised approach for credit risk
@QuantMan2318 thank you so much!!!- michsant
- Post #6
- Forum: P2.T6. Credit Risk (25%)
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Standardised approach for credit risk
@QuantMan2318 @jairamjana thank you for your answers. I've to make a comparison between the SA to credit risk under Basel II and the revisions proposed in the last consultative document,so i asked for an excel spreadsheet with the RWA because i have to make many simulation of an italian bank's...- michsant
- Post #4
- Forum: P2.T6. Credit Risk (25%)
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Standardised approach for credit risk
Hi!! I'm an italian student,nice to meet you! Has anyone a simulation of the standardised approach for credit risk? Excel sheet,I mean.. I'm working on the revisions to the standardised approach Thank you very much- michsant
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- Replies: 9
- Forum: P2.T6. Credit Risk (25%)