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    Loss component under SMA

    Hi @David Harper CFA FRM, I'm just reading through the Standardized Measurement Approach SMA. I was wondering how exactly the "loss component" part will be calculated in practice. Let's assume we are in Bucket 3 and we have 10 Losses of EUR 150mm on average every year. The loss component is...
  2. R

    De Laurentis, Validating Rating Models

    Hi @David Harper CFA FRM, I was just reading through the "Validating Rating Models" Chapter and I'm left slightly confused with the definition De Laurentis uses for Type 1 and Type 2 errors with regard to the graph on p16 on the slides or p160 figure 10-5 in the original readings. What De...
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