Q.2334 In 1992, Germany was under Basel I regulations. Eintracht Bank from Frankfurt has had the following portfolio structure (in Deutsche Marks (DM)): - Loans to corporations – 1 billion (600 million in uninsured residential real estate) - OECD countries government’s exposures – 500 million - Cash, balance with a central bank – 200 million Risk weights were as follows: | Risk Weight (%) | Asset category | |-----------------|----------------| | 0 | Cash, gold bullion, claims on OECD governments such as Treasury bonds or insured residential mortgages | | 20 | Claims on OECD banks and OECD public sector entities such as securities issued by U.S. government agencies or claims on municipalities | | 50 | Uninsured residential mortgage loans | | 100 | All other claims such as corporate bonds and less-developed country debt, claims on non-OECD banks | The risk-weighted assets of Eintracht bank were closest to which of the following? | Financial Risk Manager Part 2 Quiz - LeetQuiz