1-Explain why Basel Rules require a maturity adjustment for corporate loans but not retail loans? 2-Explain why...
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1-Explain why Basel Rules require a maturity adjustment for corporate loans but not retail loans?
2-Explain why a bank may choose to hedge market risk using stock index future rather than stock option?
3- Explain why the Sensitivities Based Method Risk Capital Requirement is based on the highest risk across three different correlation scenarios under the Forthcoming Sa for market Risk
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ISBN: 9781523091546
7th Edition
Authors: Joseph W. Weiss
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