NO.PZ2016072602000047
问题如下:
A bank subject to the Basel I Accord makes a loan of $100 million to a firm with a risk weight of 50%. What is the basic on-balance-sheet credit risk charge?
选项: $8 million
$4 million
C.$2 million
D.$1 million
解释:
B is correct. Under the Basel I rules, the charge is $100 x 50% x 8% = $4 million.
No.PZ2016072602000047 (选择题)
来源: Handbook
A bank subject to the Basel I Accord makes a loan of $100 million to a firm with a risk weight of 50%. What is the basic on-balance-sheet credit risk charge?
答案里面,×8% 是哪里来的吖。