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11. Under the IRB approach, if an asset's unexpected loss is 10% and the exposure at default is 100, how much would the regulatory capital
11. Under the IRB approach, if an asset's unexpected loss is 10% and the exposure at default is 100, how much would the regulatory capital charge be?
A) 0.8 B) 10 C) 10.6 D) 12.5
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Introduction To Finance Markets Investments And Financial Management
Authors: Ronald W. Melicher, Edgar A. Norton
14th Edition
0470561076, 9780470561072
