A AldoR Joined 4/13/18 Messages 1 Points 11 4/13/18 #1 Why do Basel II and Basel III define event of default like 90 days over due? If it is based in Merton model which is based in market values.
Why do Basel II and Basel III define event of default like 90 days over due? If it is based in Merton model which is based in market values.