18) Consider a bank that has three derivative transactions outstanding worth $50 million, $70 million and $100 million to the bank. The Net Replacement Ratio is approximately: 0.5 0.6 0.7 0.8 19) The Cooke ratio: Is introduced by Basel II and considers on-balance sheet items Is introduced by Basel II and considers on- and off-balance sheet items Is introduced by Basel I and considers on-balance sheet items Is introduced by Basel I and considers on- and off-balance sheet items 0.00 20) The definition of market risk RWA under Basel 2.5 as compared to the definition of market risk RWA under Basel 1: They are the same Introduces the concept of stressed VaR Market Risk RWA under Basel 2.5 is always higher than under Basel B and C 21 The table below depicts the average cumulative default rates in % for the