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KRI vs Risk Limit/ Appetite
Dear David @David Harper CFA FRM and who may concern ! i am interested in KRIs _ Key Risk Indicators ! it is quite controversal (in my thoughts). For me, understading KRI has 2 parts :(i) Key risks and (ii) Indicators, so before we have any INDICATOR, we must know / or predict Potential "...- John Le
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- key-risk-indicators risk-appetite risk-limit
- Replies: 1
- Forum: P2.T7. Operational Risk & ERM (25%)
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Current Exposure Method in CCR's Calculation
dear All! i have difficulty to use the Current exposure Method for Counterparty risk management regulated by Basel II, that is how can i Calculate CCF (Credit Conversion Factor) for FX FW in the formula below : Credit Equivalent Amount (CEM)= Replacement cost + Potential Future Exposure...- John Le
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- Replies: 4
- Forum: P2.T6. Credit Risk (25%)