352 Use the following information to what she is As has the following stocks in its portfolio Company Short ABN AMRO 520 S10 million million ING $25 $50 million million AXA $40 $15 million million 10-87 What is the capital charge for unsystematic risk (X-factor) under the BIS proposals? $1.2 million b $2.4 million c. $3.2 million Ho d $6.4 million $12.8 million. Answer: D (2 076 +25 +so +4 at 15) 1. 10-88 What is the capital charge for systematic risk (y-factor) under the BIS proposals? $1.2 million b. $4.8 million 46 2010 lom $3.2 million $6.4 million 25 - So $12.8 million. Answer: B 40-15 +25 m +25m c. 60 m * 25 10-10