Weder, Beatrice (contributor); Wedow, Michael (contributor) - 2002 - [Elektronische Ressource]
the ratings can be a private sector rating agency or an export
credit agency.
CD/DOC(2002)11
10
Table II.1. Risk Weights … risk weight, PD the probability of default, N(x)
denotes the cumulative standard normal distribution function and G(x …