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CCC Bank uses the IMA approach to compute market risk and the IRB approach to compute credit risk. It has computed RWA of $27 for
CCC Bank uses the IMA approach to compute market risk and the IRB approach to compute credit risk. It has computed RWA of $27 for market risk, $39 for credit risk, and $9 for operational risk. If it had used the SA, its RWA would be $45 for market risk and $55 for credit risk. Assuming it is now 2024, what would be the output floor for this bank? Note: Your answer must be accurate to within ten cents. CCC Bank uses the IMA approach to compute market risk and the IRB approach to compute credit risk. It has computed RWA of $27 for market risk, $39 for credit risk, and $9 for operational risk. If it had used the SA, its RWA would be $45 for market risk and $55 for credit risk. Assuming it is now 2024, what would be the output floor for this bank? Note: Your answer must be accurate to within ten cents
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