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Capital charge for credit risk requires input for PD, LGD, EAD and M. Under advanced IRB approach, who provide the input for LGD:

(i)    Bank

(ii)    Supervisor

(iii)    Function provided by BCBS

(iv)    None of the above

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Question added by Vinod Jetley , Assistant General Manager , State Bank of India
Date Posted: 2015/01/26
Vinod Jetley
by Vinod Jetley , Assistant General Manager , State Bank of India

(i)    Bank

FITAH MOHAMED
by FITAH MOHAMED , Financial Manager , FUEL AND ENERGY CO for transportion petroleum materials

(i)   >>>>>>> Bank

hachem hadjira hachem hadjira
by hachem hadjira hachem hadjira , مسؤولة مصلحة بالكلية لحاملي الشهادات ورئيس,التعليم التقييم ،سيرت مكتب شؤون إجتماعية.مكلفة بالمخابر , جامعة العقيد أحمد دراية ولاية أدرار

(i)    Bank the best answer

LABIB KOOLI
by LABIB KOOLI , Director of the Sectoral Center for Training in Hotel Technologies at Southern Hammamet , Tunisian Vocational Training Agency (ATFP)

Here ther's at least5 abbreviations  each one of them may be questioned alone 

Divyesh Patel
by Divyesh Patel , Assistant Professional Officer- Treasury , City Of Cape Town

Option1

Capital charge for credit risk requires input for PD, LGD, EAD and M. Under advanced IRB approach, who provide the input for LGD:

 

(i) Bank

 

 

Thank you

waeil osman EL sharif
by waeil osman EL sharif , Business Coach & Relationship Manager -Corporate Banking , Sudanese Egyptian Bank

Bank.

Under the advanced IRB, its (i) Bank who provides the input for LGD, as banks use their own risk parameters to calculate regulatory capital. But only the banks which get approval from national supervisors are allowed to use this kind of approach. 

Mary Mandy
by Mary Mandy , Lecturer/Project Coordinator , Nagenda international Academy of Art and Design

I am not an expert at that but I think the BANK.

Sahar Alech
by Sahar Alech , Auditor / Financial Manager , Accounting Services Office

I am sorry I don't know the answer

Wolf Klaas Kinsbergen
by Wolf Klaas Kinsbergen , Managing Director, Designer , ingenieursbureau KB International NV

As I understand for this a Bank is needed, so (i)

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