Will there be a case where the attachment point and detachment point be same? The reason being under Basel standardized method when A=D, then risk weight of 1250% is applied. Hence needed to clarify if Attachment point can be same as detachment point.
Thanks in advance,
@Nicole Manley @David Harper CFA FRM CIPM
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P2.T5.506. Risk-free rate versus LIBOR and the overnight indexed swap (OIS) rate and the page says that I do not have enough privelages.
Could you please fix it.
Hello @Nicole Manley @David Harper CFA FRM CIPM ,
For FRM part-2, Chapter 9 from Hull's Futures, options and other derivatives-9th edition is the assigned reading.
Do BT has any instructional videos on that? I could not find any videos under the readings.
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