SAP Note 912669 - CRE: No distribution of physical collaterals in IRB approach

Composant : Credit Risk -

Solution : https://service.sap.com/sap/support/notes/912669 (Connexion à SAP Service Marketplace requise)

Mots Clés :
terms /ba1/r2_ce_04, /ba1/r2_ce_07, prerequisites prerequisite, system calculates, irb approach, ranking classes, ranking orders, solution implement, program corrections, physical collaterals

Notes associées :

1085873Performance in BaselII Capital Accord
920816CRE: Optimization finds no solution for phys. collaterals