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Explain how the capital charge for foreign exchange risk is calculated in the BIS standardized model. If an FI has an $80 million long position

Explain how the capital charge for foreign exchange risk is calculated in the BIS standardized model. If an FI has an $80 million long position in Euros, a $40 million short position in British pounds, and a $20 million long position in Swiss francs, what will be the capital charge required against FX market risk?

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