Retail / Corporate under Basel II
I am currently struggling in setting the retail / Corporate limit in our company.
Should the turnover limit be applied also for limited exposures?
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Monday, May 15, 2006
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1 Comments:
Hey, I also face similar problem.
Either turnover or exposure for a certain customer are changing along time. Is that means a customer may be treated as reatil today, but corporate in tomorrow (and then as retail 3 months later ?!) ....
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