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Which of the following is true in relation to the capital requirements under the Basel 2 Framework? Capital requirements must be calculated only using the
Which of the following is true in relation to the capital requirements under the Basel 2 Framework? Capital requirements must be calculated only using the Internal Ratings Based Approach O Capital must be held against the losses between the expected and unexpected loss amounts O Capital must be held for all losses up to those at the 99.9% confidence level The minimum capital requirement is 10% to cover cyclicality issues
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