Explanation:
The correct answer is D.
The Advanced Measurement Approach (AMA) is a framework used to calculate capital requirements for operational risk under Basel II, not credit risk. The Standardized Approach, Foundation IRB Approach, and Advanced IRB Approach are the designated methods for calculating credit risk capital.
Q.2738 Which of the following approaches is NOT appropriate for calculating credit risk capital under Basel II?
A
Standardized Approach
B
Foundation IRB Approach
C
Advanced IRB Approach
D
Advanced Measurement Approach
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