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

Capital charge for credit risk requires input for PD, LGD, EAD and M.

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

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by Vinod Jetley , Assistant General Manager , State Bank of India

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