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

Component : Credit Risk -

Solution : https://service.sap.com/sap/support/notes/912669 (SAP Service marketplace login required)

Key words :
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

Related Notes :

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