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(i) Bank
(i) >>>>>>> Bank
(i) Bank the best answer
Here ther's at least5 abbreviations each one of them may be questioned alone
Option1
Capital charge for credit risk requires input for PD, LGD, EAD and M. Under advanced IRB approach, who provide the input for LGD:
(i) Bank
Thank you
Bank.
Under the advanced IRB, its (i) Bank who provides the input for LGD, as banks use their own risk parameters to calculate regulatory capital. But only the banks which get approval from national supervisors are allowed to use this kind of approach.
I am not an expert at that but I think the BANK.
As I understand for this a Bank is needed, so (i)