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Q-61. A bank uses the standardized approach (SA) to determine their capital charge for operational risk under Basel II (or Basel III). The bank has three (3) business lines and each business line contributes one-third toward the total gross income. For a given total gross income, which business mix will produce the largest capital charge?
A
Corporate finance; trading and sales; payment and settlement
B
Retail banking; retail brokerage; and asset management
C
Commercial banking; agency services; asset management
D
Retail banking; Commercial banking; and Payment and settlement