In determining the risk-adjusted value of the on-balance-sheet credit equivalent amounts of the contingent guaranty contracts,the risk weights are determined by the credit rating of the underlying counterparty of the off-balance-sheet activity.
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Q41: The use of risk-based capital measures under
Q43: Under Basel II (2006), regulatory minimum capital
Q44: Counterparty credit risk is the risk that
Q45: Under Basel II (2006), operational risk can
Q46: Counterparty credit risk is more prevalent for
Q48: Similar to Basel II, Basel III will
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Q51: The evaluation of credit risk of off-balance-sheet
Q53: Under Basel III,OBS contingent guaranty contracts are
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