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Which of the Following Statements Is False

Question 32

Multiple Choice

Which of the following statements is false?


A) Under Basel I, banks are required to hold an amount of capital equal to 8% of their risk-weighted assets.
B) Under Basel I, the individual assets of banks are divided into four basic credit risk categories, . according to the creditworthiness of the counterparty.
C) Under Basel I, each credit risk category is assigned a weight ranging from 0 - 100%.
D) None of the given answers.

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