GlobalBankCrdit Financial Holdings PLC estimates that 14% of its AAA to AA-rated loans are at risk...
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GlobalBankCrdit Financial Holdings PLC estimates that 14% of its AAA to AA-rated loans are at risk for a downgrade to BBB+. Calculate the effect this would have on its minimum capital requirement under Basel III only using the table below. Important: Enter percentages without decimal places, without the % sign; enter your Risk-Adjusted asset value responses with comma separators and without decimal places, do not use currency symbols. Risk Weight Cash and equivalents Amount in USD 5,000,000 % Risk-adjusted Asset Value in USD 0 0 Government securities 1,500,000,000 0 0 Inter-bank loans 100,000,000 type your type your answ Mortgage loans 2,000,000,000 type your answ 50 Ordinary loans BBB+-BBB- 300,000,000 100 type your answ AAA-AA- 550,000,000 20 type your answ Standby letters of credit 81,000,000 Total Assets in USD 100 4,536,000,000 81,000,000 type your answ Basel II minimum% No longer relevant type your type your answ Basel III minimum% This will require Global BankCrdit Financial Holdings PLC to choose your answer... its reserves by $ type your answer.... GlobalBankCrdit Financial Holdings PLC estimates that 14% of its AAA to AA-rated loans are at risk for a downgrade to BBB+. Calculate the effect this would have on its minimum capital requirement under Basel III only using the table below. Important: Enter percentages without decimal places, without the % sign; enter your Risk-Adjusted asset value responses with comma separators and without decimal places, do not use currency symbols. Risk Weight Cash and equivalents Amount in USD 5,000,000 % Risk-adjusted Asset Value in USD 0 0 Government securities 1,500,000,000 0 0 Inter-bank loans 100,000,000 type your type your answ Mortgage loans 2,000,000,000 type your answ 50 Ordinary loans BBB+-BBB- 300,000,000 100 type your answ AAA-AA- 550,000,000 20 type your answ Standby letters of credit 81,000,000 Total Assets in USD 100 4,536,000,000 81,000,000 type your answ Basel II minimum% No longer relevant type your type your answ Basel III minimum% This will require Global BankCrdit Financial Holdings PLC to choose your answer... its reserves by $ type your answer....
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