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The regulatory capital can be computed by the following formula: (WCDR−PD)×EAD×LGD=(12.01%−0.75%)×100m×(1−30%)=$7.88m(WCDR - PD) \times EAD \times LGD = (12.01\% - 0.75\%) \times 100m \times (1 - 30\%) = \$7.88m(WCDR−PD)×EAD×LGD=(12.01%−0.75%)×100m×(1−30%)=$7.88m
A
Option A not provided in the text
B
Option B not provided in the text
C
The regulatory capital is $7.88 million
D
Option D not provided in the text
