Monday, May 15, 2006

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?

1 Comments:

Anonymous idpt0000 said...

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 ?!) ....

6:14 AM  

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