Question
A bank has a business indicator (BI) of of 5.5 billion euros. It has had eight operational risk losses in the last 10 years. The
A bank has a business indicator (BI) of of 5.5 billion euros. It has had eight operational risk losses in the last 10 years. The amounts of the losses in millions of euros are: 3, 7, 15, 65, 85, 150, 250, and 300. What is the bank's operational risk regulatory capital under the standardized measurement approach (SMA)?
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Public Finance
Authors: Harvey S Rosen
6th Edition
0072374055, 978-0072374056
