Financial Risk Manager Part 1
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According to current Basel committee proposals, banks using the advanced measurement approach must calculate the operational risk capital charge at a:
According to current Basel committee proposals, banks using the advanced measurement approach must calculate the operational risk capital charge at a:
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A
99 percentile confidence level and a 1-year time horizon.
B
99 percentile confidence level and a 5-year time horizon.
C
99.9 percentile confidence level and a 1-year time horizon.
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