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in the below table, the required capital charges for a hypothetical banking business lines are computed at 75 percentile. You are required to evaluate that
in the below table, the required capital charges for a hypothetical banking business lines are computed at 75 percentile. You are required to evaluate that in the revised capital proportion to expected loss strategy which business line(s) needs to revise Gincrease/ decrease) the capital proportion to expected losses using all available information, Capital 75th Capital Ratio of Event Charges at Mean Business Lines Percentile proportion to expected Probability percentile 75% expected loss Tosses percentile 25th Corporate and Institutional Banking 0.4400 0.0648 0.328 0.0876 0.6248 17% 1.5149% 0.2032 0.304 0.2352 0.3296 6% 0.2103% 0.1016 0.528 0.2444 0.3112 8.00% 0.7487% Transactional Banking 0.328 Investment Banking 0.5696 Assets Management 0.5528 Trading & Sales 0.2032 02848 0.1528 0.3156 0.1688 7% 0.1027% 0.4968 0.1 0.3928 0.0992 2.00% 0.0040% 7 A B 1 EE in the below table, the required capital charges for a hypothetical banking business lines are computed at 75 percentile. You are required to evaluate that in the revised capital proportion to expected loss strategy which business line(s) needs to revise Gincrease/ decrease) the capital proportion to expected losses using all available information, Capital 75th Capital Ratio of Event Charges at Mean Business Lines Percentile proportion to expected Probability percentile 75% expected loss Tosses percentile 25th Corporate and Institutional Banking 0.4400 0.0648 0.328 0.0876 0.6248 17% 1.5149% 0.2032 0.304 0.2352 0.3296 6% 0.2103% 0.1016 0.528 0.2444 0.3112 8.00% 0.7487% Transactional Banking 0.328 Investment Banking 0.5696 Assets Management 0.5528 Trading & Sales 0.2032 02848 0.1528 0.3156 0.1688 7% 0.1027% 0.4968 0.1 0.3928 0.0992 2.00% 0.0040% 7 A B 1 EE
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