hi davis,
does securitizaion ans the capital charge of the retains tranches relates to capital charge of credit risk or market risk?
i guess it relates to both of them, no?
if so, is there a double counting of capital charge?
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.