0
I've never worked bonds, so I am not sure about the context there. However, in the general Basel construct, the CCF is the fraction of off-balance sheet exposures which should be treated as on-balance sheet for regulatory capital purposes.
For example, if I have USD100B in contingent exposures to retail customers (based on credit lines that have not yet been tapped) and statistical analysis shows that 30% of those contingent exposures move to the balance sheet prior to default, then the CCF is 30% and the firm should allocate additional capital equal to having an extra USD30B on their balance sheets.
What else can I help you with?
What conversion factors is a measured number?
An empirical conversion factor.
Why does a conversion factor always have a value of 1 when the fraction does not equal 1?
The question cannot be answered because it is based on an incorrect understanding of a conversion factor. For example, the conversion factor for inches to millimetres is 25.4 mm = 1 inch. It never, ever has the value 1.
What are conversion factors?
In mathematics, specifically algebra, a conversion factor is used to convert a measured quantity to a different unit of measure without changing the relative amount. There are 24 hours in a day, so hours = days x 24. The conversion factor for days to hours is 24.
What is the ratio of equivalent measurements?
It is the conversion factor between the measurement units.
What does conversion factor mean?
It's an arithmetical multiplier for converting a quantity expressed in one set of units into an equivalent expressed in another.
What is the conversion factor for angstrom to nanometers?
The conversion factor is 0.1
What is the conversion factor for 15?
There can be no conversion factor for a single number.
What is the conversion factor of 46.2 yds to meters?
The conversion factor is 0.91
What is 10-15 the conversion factor of?
10-15 the conversion factor of = -5
A conversion factor is a ratio equivalent to what?
A conversion factor is a ratio equivalent to one.
When changing from one unit of measurement to another a conversion factor is used to?
The conversion factor is used to made this conversion.
Is multiplying by a unit conversion factor the same as or different from multiplying by 1?
A conversion factor is the same as multiplying by a factor of?
Is a conversion factor written as a fraction?
Not necessarily. The conversion factor from feet to inches is 12.
How do you use conversion factor in a sentence?
"I had to use a conversion factor to get the right unit for my answer on my chemistry quiz."
What is the denominator of the conversion factor to change centimeters to meters?
The conversion factor to change centimeters to meters is 100 centimeters in 1 meter. So, the denominator of this conversion factor is 1.
What is the conversion factor form miles to meters?
The conversion factor is: 1,609.344 > (miles x 1,609.344 = meters).
Conversion factor of Inches in HG to millibars?
The conversion factor for converting from Hg to millibars (hPa) is: 33.9
