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  • What is the incremental risk charge?

    风险 增量 中非

    Questioner:Isabella Lee 2023-06-17 12:10:02
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  • Emily Rodriguez——Studied at University of California, Berkeley, Lives in Berkeley, CA

    The Incremental Risk Charge (--IRC--) is an estimate of default and migration risk of unsecuritized credit products in the trading book. The IRC model also captures recovery risk, and assumes that average recoveries are lower when default rates are higher.read more >>
    +119962023-06-22 12:10:02

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