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0.5 point ) Please calculate the credit risk economic capital for a hypothetical $ 100 million commitment : Loan Information Notional committed amount $ 100

0.5 point ) Please calculate the credit risk economic capital for a hypothetical $ 100 million commitment : Loan Information Notional committed amount $ 100 million Amount to be drawn at closing $ 50 million Expected utilization of remaining unused committed amount 60 % Credit rating of borrower 4 ( corresponding to a risk factor 2.5 % ) Maturity 6 years Duration 4.5 years

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