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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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