Question
One of the OBS item for ANZ bank is housing loan approvals. For the 4th quarter 20XX, the face value of housing loans approval is
One of the OBS item for ANZ bank is housing loan approvals. For the 4th quarter 20XX, the face value of housing loans approval is $2 billon. Given its risk weight is 50% and credit conversion factor is 100%. Calculate the dollar value of capital required under the capital adequacy requirement
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Equity Asset Valuation
Authors: Jerald E. Pinto, Elaine Henry, Thomas R. Robinson, John D. Stowe, Abby Cohen
2nd Edition
470571439, 470571438, 9781118364123 , 978-0470571439
