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Bank ABC has a Business Indicator (BI) of 20B. Over that last 10 years this bank has had operational risk losses of amounts (M): 5,
- Bank ABC has a Business Indicator (BI) of 20B. Over that last 10 years this bank has had operational risk losses of amounts (M):
5, 5, 10, 15, 20, 30, 50, 90, 150, 250, 300, 350, 400, 500
What is this banks operational risk capital under SMA, the Standard Measurement Approach?
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Contemporary Financial Management
Authors: R. Charles Moyer, James R. McGuigan, William J. Kretlow
11th Edition
0324653506, 978-0324653502
