50.1K

Verified Solution

Link Copied!

QUESTION 7.1: Unanswered 3 attempts left 0 Fill in the blanks The Committee believed that the framework should serve to of the global banking system, and also be and have a high degree of in application. 0/7 answered := III. O ( T QUESTION 7.2: Unanswered 3 attempts left Which of the following is NOT Tier2 capital, according to the Basel I convention? A deposits with the Federal Home Loan Bank B deposits with the Federal Reserve Bank of San Francisco (12th district) C subordinated debt D headquarters building, owned free and clear Submit 0/7 answered III III. O ( T :- QUESTION 7.3: Unanswered 3 attempts left Fill in the blanks The "three pillars" in Basel II refer to (first pillar), (second pillar, and (third pillar). > Submit First Pillar III n aetermination OI using VIA Inocers consume nine pages - it is complex and technical. QUESTION 7.4: Unanswered 3 attempts left A bank has had average profits of $35,675,000 over three years. Based on the BIA approach, what would the operational risk charge be? Numeric answer Write your answer here Submit : QUESTION 7.5: Unanswered. 3 attempts left A bank has multiple lines of business, with a three-year average net income of $58,750.000, categorized as follows: retail banking, 45%; corporate finance, 5%; agency (trust) services, 15%; brokerage and money management, 25%; mortgage (agency) servicing, 10%. What is their operational risk charge, according to the standard approach? Numeric answer Write your answer here Submit III O . QUESTION 7.4: Unanswered 3 attempts left Based on your understanding of general criteria for "high-quality liquid assets", which of the following would not qualify? A British sovereign debt B Bonds for the State of Californai C United States Treasuries D Corporate bonds rated BBB+ Submit QUESTION 7.5: Unanswered 3 attempts left Based on your understanding of general criteria for NSFR "stable assets", which of the following would not qualify? A Cash deposits by customers B Certificates of Deposit with maturities greater than 6 months Bonds issued by the bank with maturities greater than 1 year D CET1 capital Submit 0/7 answered

Answer & Explanation Solved by verified expert

See Answer