| http://www.w3.org/ns/prov#value | - In the regulatory model, with a minimum regulatory capital of $21 billion, market risk is 4 (10-day value-at-risk plus specific risk charge), operational risk is 5 (frequency and severity loss distributions and other factors), and credit risk is 12 (PD and LGD bands, EAD, and some maturity data as inputs; regulatory risk curves used to capture correlations; credit losses related to default).
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