Under Basel rules the risk weight for MA-rated claims on corporate in the standardized approach
A) 0%
B) 15%
C) 20%
D) 75%

Name: Under Basel rules the risk weight for MA-rated claims on corporate in the standardized approach A) 0% B) 15% C) 20% D) 75%
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Question

Quizplus · Accepted Answer

Under the Basel II and III frameworks, the standardized approach assigns a 20% risk weight to claims on corporates that are rated AA- to AA+, which includes MA-rated claims.

Under Basel Rules the Risk Weight for MA-Rated Claims on Corporate