内部评级法提出4个主要参数，分别是违约率（Probability of Default, PD）、违约下的损失率（Loss of Given Default, LGD）、违约暴露（Exposure at Default, EAD）及期限（Maturity, M）；基础...
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But this only tells half of the story: A second problem is that loss-given default assumptions are rising too.
WSJ: Agenda: Basel III��Don't We Have Enough Problems?
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