For banks that use the advanced internal ratings-based(advanced IRB)approach to credit risk,the primary inputs to the capital calculations are:
A.Credit assessments of external rating agencies.
B.The banks'internal assessments ofkey risk drivers.
C.Mandated by bank supervisors.
D.Interest rates.
Answer:B
Under the advanced IRB approach,the bank uses its own intβmal measures of credit risk and exposure in capital calculations.
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