In its trading portfolio, an FI holds 5,000 shares of HSBC at a share price of ($43.50),
Question:
In its trading portfolio, an FI holds 5,000 shares of HSBC at a share price of
\($43.50\), 4,000 shares of China Construction Bank at a price of \($16.40\), and 2,500 shares of Whirlpool at \($170.00\). The FI also has sold 3,000 McDonald’s shares at
\($96.75\) and 1,500 of China Construction Bank. Calculate the market risk capital charge on these securities.
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Related Book For 
Financial Institutions Management A Risk Management Approach
ISBN: 9781266138225
11th International Edition
Authors: Anthony Saunders, Marcia Millon Cornett, Otgo Erhemjamts
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