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Calculate the risk-adjusted assets for these two off-balance sheet items if their risk weighting is both 90% Current exposure Item Standby letters of credit 4-year

Calculate the risk-adjusted assets for these two off-balance sheet items if their risk weighting is both 90%image text in transcribed

Current exposure Item Standby letters of credit 4-year forward FX contracts Amount $1,000 $1,400 Credit conversion factor 50% 10% $30 million in the money Current exposure Item Standby letters of credit 4-year forward FX contracts Amount $1,000 $1,400 Credit conversion factor 50% 10% $30 million in the money

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