10-87 What is the capital charge for unsystematic risk (x-factor) under the BIS proposals?
A) $1.2 million.
B) $2.4 million.
C) $3.2 million.
D) $6.4 million.
E) $12.8 million.
Correct Answer:
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Q78: 10-68 What is the 20-day VAR?
A)$5,000.
B)$10,000.
C)$15,811.
D)$22,361.
E)$50,000.
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Q80: 10-80 What is the total DEAR of
Q81: 10-82 What were the respective positions of
Q82: 10-86 What is the capital charge for
Q84: 10-85 What are the net positions for
Q85: 10-92 Is there sufficient capital to meet
Q86: 10-83 What is the value of delta
Q87: 10-91 Using the BIS internal guidelines,what is
Q88: 10-81 What is the 10-day VAR of
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