Question
In risk management (Basel framework) advanced internal
ratings-based (A-IRB) approach is used for measurement of?Solution
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).Â
In the question, assuming the given statements to be true, find which of the following conclusion(s) among the three conclusions is/are true and then ...
In the question, assuming the given statements to be true, find which of the conclusion (s) among given three conclusions is /are definitely true and t...
Statements: R ≥ S; T = U < O; R ≥ O; V > T
Conclusions:
I. V > O
II. R > T
III. S > V
In the question, assuming the given statements to be true, find which of the conclusion (s) among given three conclusions is /are definitely true and t...
Statements:
A < R ≤ Y = F; U > L = T; A < L = P > E
Conclusions:
I). U > E
II). T > Y
...Statement: C ≥ D > E < F ≥ G; D ≥ H = J
Conclusion:
I. C > H
II. C = J
Statements : T % W % B $ I @ LÂ
Conclusions :Â
I. B * TÂ
II. L © BÂ
III. L * T
In Which of the following expressions does the expression ‘ H ≥ D ’ definitely hold true?
Statements:
A < L ≤ P > D; F > W = P > S ≥ T
Conclusion:
I. S > L
II. F ≥ A
Statements: G > H ≥ I > K = L; O ≥ N ≤ M < K
Conclusions:
I. H > N
II. I < O
III. I ≥ M
