Do we need to generate our own haircuts for repo-style transactions and over the counter (OTC) derivatives to be eligible for the advanced internal-ratings based approach (A-IRB)?
Related Questions
- Do we need to generate our own haircuts for repo-style transactions and over the counter (OTC) derivatives to be eligible for the advanced internal-ratings based approach (A-IRB)?
- Should reports for transactions in OTC derivatives on Aii derivatives include the Aii code in the underlying instrument identification field?
- What is the advantage of trading property derivatives on an exchange vs. Over the Counter (OTC)?
