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part b = Riak weighted asset = 7350 c. Suppose that for the bank in part (b), the 10-day, 1% VaR for the trading book

part b = Riak weighted asset = 7350

c. Suppose that for the bank in part (b), the 10-day, 1% VaR for the trading book is $120 million and the multiplier is 4.0. Determine the total capital this bank needs to have to attain the required level of 8%.

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