PERHITUNGAN BEBAN MODAL MINIMUM DENGAN PENDEKATAN Advanced Internal Rating Based (AIRB) MODEL Loss Given Default (LGD)
The Calculation of minimum capital charges with LGD model of AIRB approach is one of ways to calculate the credit risk weight, a part of bank's efforts in managing the risks occurred because of defaulted debtors. In the AIRB approach, it is required components risks required to calculate the mi...
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[Yogyakarta] : Universitas Gadjah Mada
2011
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