Consider two banks, each with a BIC of 200 million euros. Bank A has suffered 10 operational
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Consider two banks, each with a BIC of 200 million euros. Bank A has suffered 10 operational risk losses of 20 million euros in the past 10 years. Bank B has suffered one 200 million euro loss in the past 10 years. What is the operational risk regulatory capital for each bank under SMA?
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