VaR values to 3, what is the correct capital requirement for general market risk for the bank?
A. USD 1,248 million
B. USD 1,533 million
C. USD 4,350 million
D. USD 4,599 million
Answer:D
VaR values to 3, what is the correct capital requirement for general market risk for the bank?
A. USD 1,248 million B. USD 1,533 million C. USD 4,350 million D. USD 4,599 million
Explanation: The revised market risk capital requirement (at 99.0% level) is: