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Q2: A bank XYZ has compiled following data on March 2021 (in Crore) 10 marks Tier I Capital 3500 Capital Charge for Specific risk 220
Q2: A bank XYZ has compiled following data on March 2021 (in Crore) 10 marks Tier I Capital 3500 Capital Charge for Specific risk 220 Tier II Capital 3000 Capital Charge for equity 210 RWA for credit risk other than 45000 Total Capital Charge for Options 85 retail assets Exposure on Retail assets 9500 Gross Income for the Previous Year 540 Total eligible financial collateral 1500 Gross Income for the year before 495 available for retail assets Previous Year Capital Charge for general Market 510 Gross Income for 2nd year before 430 risk net position Previous Year i. Find the required for credit risk at minimum capital required rate as per SBP? ii. Find the total risk weight asset for market risk? Find the risk weight asset for operational risk iv. Find the CRAR of the bank on 31st March 2021? per SBP Guideline, how much amount is short fall by bank maintain minimum Tier I Capital? 111. V. As Q2: A bank XYZ has compiled following data on March 2021 (in Crore) 10 marks Tier I Capital 3500 Capital Charge for Specific risk 220 Tier II Capital 3000 Capital Charge for equity 210 RWA for credit risk other than 45000 Total Capital Charge for Options 85 retail assets Exposure on Retail assets 9500 Gross Income for the Previous Year 540 Total eligible financial collateral 1500 Gross Income for the year before 495 available for retail assets Previous Year Capital Charge for general Market 510 Gross Income for 2nd year before 430 risk net position Previous Year i. Find the required for credit risk at minimum capital required rate as per SBP? ii. Find the total risk weight asset for market risk? Find the risk weight asset for operational risk iv. Find the CRAR of the bank on 31st March 2021? per SBP Guideline, how much amount is short fall by bank maintain minimum Tier I Capital? 111. V. As
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