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Credit Risk Hedging Under Basel 2 & 3
This document discusses approaches to hedging credit risk under Basel II and Basel III. It provides an overview of key concepts like hedging, instruments used for hedging credit risk such as credit default swaps and total return swaps, and the treatment of credit risk mitigation under Basel II and III. The standardized approach to credit risk and internal models approach are covered, as well as the standardized approach for counterparty credit risk framework under Basel III.
