Financial Risk Manager Part 1
Get started today
Ultimate access to all questions.
The regulatory capital can be computed by the following formula: (WCDR - PD) \times EAD \times LGD = (12.01\% - 0.75\%) \times 100m \times (1 - 30\%) = \`$7.88`m
The regulatory capital can be computed by the following formula: (WCDR - PD) \times EAD \times LGD = (12.01\% - 0.75\%) \times 100m \times (1 - 30\%) = \`$7.88`m
Exam-Like
A
Option A not provided in the text
B
Option B not provided in the text
C
The regulatory capital is $7.88 million
Comments
Loading comments...