Banking on Basel

Banking on Basel

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Box 4.7 Outline of revised framework (Basel II) Pillar 1 Credit Risk Standardized Approach addition of a 150 percent risk category to the 0, 20, 50, and 100 percent Basel I categories risk ratings may be based on evaluations of external credit assessment institutions; corporate ... varies for residential mortgage loans and revolving exposures (credit cards) expected losses dealt with through provisioning andanbsp;...


Title:Banking on Basel
Author:
Publisher:Peterson Institute - 2008
ISBN-13:

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