Risk parameter

Risk parameter means a variable used in determining risk-based capital requirements for exposures, such as probability of default, loss given default, exposure at default, or effective maturity.

Source

12 CFR § 1240.101

---

Scoping language

Terms that are set forth in 1240.2 and used in this subpart have the definitions assigned thereto in 1240.2.

---

Is this correct? or