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i need in excel Question 10: Suppose that the assets of a bank consist of $500 million of loans to BBBrated corporations. The PD for

i need in excel

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Question 10: Suppose that the assets of a bank consist of $500 million of loans to BBBrated corporations. The PD for the corporations is estimated as 0.3%. The average maturity is three years and the LGD is 60%. What is the total riskweighted assets for credit risk under the Basel II advanced IRB approach? How much Tier 1 and Tier 2 capital is required? How does this compare with the capital required under the Basel II standardized approach and under Basel

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