Under A-IRB banks are supposed to use their own quantitative models to estimate PD (probability of default), EAD (exposure at default), LGD (loss given default) and other parameters required for calculating the RWA (risk-weighted asset).
?, 8, 32, 72, 128, 200
13 30 49 72 ? 132
56, 57, 49, 76, 12, ?
52 26 39 97.5 ?
...20 60 180 540 ? 4860
...21 48 173 516 1245 2576 ?
...26 63 124 215 342 511 ?
...18 40 84 172 ? 700
...In each of the following questions, a number series is given. After the series a number is given followed by (a), (b), (c), (d) and (e). You have to com...
95 110 128 ? 181 222
...
