Under Basel II, a simple method of internal rating in which only probabilities of default are to be estimated; other parameters (loss rate in the event of insolvency, recovery rate from the liquidation of collateral) are specified by the supervisory authorities.
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University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
E-mail address: info@ekrah.com
https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk
https://www.jung-stilling-gesellschaft.de/merk/
https://www.gerhardmerk.de/