Under Basel rules the meaning of CCF is:
A) Currency Conversion Factor
B) Credit Conversion Factor
C) Credit Contribution Factor
D) Credit Collateralization Factor

Question

Quizplus · Accepted Answer

CCF stands for Credit Conversion Factor, which is a parameter used in the calculation of credit risk under Basel regulations. It measures the degree of credit risk associated with a particular exposure, such as a loan or a derivative contract.

Under Basel Rules the Meaning of CCF Is