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35. Calculate the total risk-weighted asset using the following information. (5 points) Risk-weight (%) Amount ($) RWA ($) 0 20 50 100 Not rated Total
35. Calculate the total risk-weighted asset using the following information. (5 points) Risk-weight (%) Amount ($) RWA ($) 0 20 50 100 Not rated Total Asset Cash Treasury bills Long-term treasury securities Municipal bonds Items in collection Residential mortgages AA+ rated loan Commercial loans, AAA-rated Commercial loans, BB- rated Sovereign loans B- rated Fixed assets Reserve for loan losses 10 50 100 20 20 300 20 55 200 200 50 (10) 1015 I
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Theoretical Foundations For Quantitative Finance
Authors: Luca Spadafora, Gennady P Berman
1st Edition
9813202475, 978-9813202474
