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    Exotic Options

    Hi, Just wondering if exotic options are still part of the aims for 2015? Lorrach
  2. L

    Basel II Formula Question

    Hi all/David, Quick question : intuitively, why would a customer with a PD of 100 % have an expected loss but have a RWA of zero? The way i see it is that the customer will definitely default over a one year time horizon and therefore i can understand the expected loss part, but how does RWA...
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