Question: which of the following statements is not correct the risk...
Question details
Which of the following statements is NOT correct?
The risk weights in the calculation of RWA ______________.
| A. |
are all the same in pre-Basel regulation. |
|
| B. |
are NOT the decision of the bank in the standardized approach in Basel II and III. |
|
| C. |
are less risk sensitive in Basel I than in Basel II and III. |
|
| D. |
are dependent on the bank's risk models in the standardized approach in Basel II and III. |
|
| E. |
All statements above are correct. |
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