I am trying to read up on "Wholesale credit risk ", but I can't find any useful references.

Why is the emphasis on wholesale?


The most obvious reason for emphasis on wholesale credit risk is because the term "wholesale" is linked to the Basel model taxonomy.

According to Basel Accord type capital adequacy standards, a bank must group its exposures into four categories to calculate credit risk-weighted assets. The Federal Reserve lists those categories as wholesale, retail, securitization and equity.

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