Basel II on Incremental Risk Charge(IRC): Quick Links

  1. Basel Committee on Banking
    Supervision(Jan, 2009). Guidelines for computing capital for incremental
    default risk in the trading book. Consultative document.
    January.
  2. IRC
    Comments
    by RiskMetrics

0 comments ↓

There are no comments yet...Kick things off by filling out the form below.

Leave a Comment