capital-charge
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Basel II capital charge-Study Notes pg 128
Hi David, I'm lost in the ways 3 tiers of capital should be alloated to credit/market/operational risks. Under min. capital req'd column: 1. For credit risk: why only $300 from Tier 1 to be allocated? We have another $600; 2. For market risk: why only $100 from Tier 1 to be allocated, why...- Mish
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- basel ii capital-charge tier-1-capital tier-2-capital tier-3-capital
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- Forum: P2.T7. Basel II & Regulatory