CA-9.6.5
The corresponding 'scaling factors' applicable to banks falling into respective zones based on their backtesting results are shown in Table 2 of the paper mentioned in Paragraph CA-9.6.1.
October 07
The corresponding 'scaling factors' applicable to banks falling into respective zones based on their backtesting results are shown in Table 2 of the paper mentioned in Paragraph CA-9.6.1.