Mock test 1

Finance Junkie
Posts: 89
Joined: Sat Sep 22, 2012 12:35 pm

Mock test 1

Postby AMITAG1990 » Wed Nov 07, 2012 8:26 pm

What would be the approx market risk capital requirement for a bank with a one- day VaR of $150 and a specific risk surcharge of $30, based on the currentBIS minimum capital requirements?
Choose one answer.

a. $564 Incorrect
b. $504 Incorrect
c. $949 Incorrect
d. $1453 Correct

Please explain this concept..


Finance Junkie
Posts: 356
Joined: Wed Apr 11, 2012 11:26 am

Re: Mock test 1

Postby content.pristine » Fri Nov 09, 2012 1:09 pm

This question is from Op Risk in Part II
Dont worry about it yet!

Return to “FRM Part I”


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