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Under advanced IRB approach, who provide the input for LGD. (i) Bank (ii) Supervisor (iii) Function provided by BCBS (iv) None of the above

<p>Capital charge for credit risk requires input for PD, LGD, EAD and M.</p>

ALM
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Question added by Vinod Jetley , Assistant General Manager , State Bank of India
Date Posted: 2014/10/03
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Vinod Jetley
by Vinod Jetley , Assistant General Manager , State Bank of India

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