FRM: Credit risk mitigation in Basel II

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  • Опубліковано 3 лис 2024

КОМЕНТАРІ • 13

  • @cshekhar1221
    @cshekhar1221 Рік тому +1

    So if there is no collateral then also we have to use the first part of the equation max(0, [E*(1+Hx)]

  • @JohnSikes73
    @JohnSikes73 Рік тому

    In the comprehensive example, when we consider haircut applied on the exposure (He), this should be the haircut applicable for the type of loan this bank has extended, right? The loan for which we are computing the capital charges. And the haircut applicable on the collateral value is ofcourse dictated by the collateral type.

  • @vandiep4447
    @vandiep4447 3 роки тому

    easy to understand. Really appreciate your work.

  • @Geotubest
    @Geotubest 15 років тому +1

    Fabulous. Thanks for putting this resource up on youtube.

  • @nitin7851
    @nitin7851 10 років тому

    Fabulous..!! but how or what factors decide to choose between simple and comprehensive method..??

  • @MrLugiXIV
    @MrLugiXIV 10 років тому

    Thanks to you, everything is getting clear!

  • @shyjith6797
    @shyjith6797 4 роки тому

    tTAHK YOU SIR..EXPECTING MORE..

  • @picassolive2010
    @picassolive2010 7 років тому

    Hello there, thanks. May I have one question: what if the collateral value (C) exceeds the exposure value (E) i.e. C =$50 > E=$40. What would be the RWA for such a case?

    • @rubiksnake2405
      @rubiksnake2405 5 років тому

      Koy Socheat add haircut and calculate as formula

  • @fahriersandi
    @fahriersandi 9 років тому

    Great video! Thanks.

  • @primeconsultoressac
    @primeconsultoressac 12 років тому

    Very good for to explain Credit Risk Mitigation...

  • @SandraHanSW
    @SandraHanSW 16 років тому

    That's really helpful

  • @miankhaliq
    @miankhaliq 14 років тому

    thank u