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FRM二级《操作及综合风险管理》Your bank has HKD 12 billion in revolving cr

发表时间:2018-02-09 16:25
作者:FRM
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Your bank has HKD 12 billion in revolving credit facilities, of which 70% is currently drawn.

For economic capital purposes, the bank uses a capital charge of 4.0% for revolving credit equivalent factor were raised to 0.75,

how much additional economic capital would have to be allocated for the revolving credit facilities exposure?

A. HKD 36 million

B. HKD 58 million

C. HKD 84 million

D. HKD 120 million

Answer: A Explanation:

initial Economic Capital =(12000*0.70+(12000*(1-0.7)*0.50))*0.04=408 million Final Economic Capital =(12000*0.70+(12000*(1-0.7)*0.75))*0.04=444 million

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报名、考试时间

2018年05月2018年11月
报名时间 第一阶段:2017.12.1~18.1.31
第二阶段:2018.02.01~02.28
第三阶段:2018.30.01~04.15
考试时间 2018年05月19日(周六)
成绩查询 2018年06月28日(周四)
报名时间2 第一阶段:2018.05.1~07.31
第二阶段:2018.08.01~08.31
第三阶段:2018.09.01~10.15
考试时间 2018年11月17日(周六)
成绩查询 2019年01月03日(周四)
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