Correlation confusion

Retail Portfolio Risk


Banking in Basel is much like that in any other city in the world. For risk managers, the city's name has become synonymous with a major revision to bank capital adequacy requirements set to be introduced from January next year. But just a few steps from the Bank for International Settlements' headquarters, where the new Basel II rules were thrashed out, high street banks around the central areas of the Aschenvorstadt and Marktplatz have steadily been getting on with their daily business.


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