Asset Liability Committee (ALCO) of Monash Bank has calculated the following risk weights assets for its...
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Asset Liability Committee (ALCO) of Monash Bank has calculated the following risk weights assets for its exposures for 2018 as follows: RWA credit risk (On-balance sheet) = $ 120 billion, RWA credit risk (Off-balance sheet) = $ 20 billion. Additional information: Capital charge Capital Charge Capital Charge for interest rate (IR) risk for bank book Capital Charge for market Risk Capital Charge for securitization Risk Capital Charge for Operational risk ($billion) 2 2.5 1 1.5 The current structure of Monash capital shows Common equity Tier1 $3 Billion, Non- cumulative Preference share $5 Billion and Subordinated debt (5 years) $ 8 Billion. what is the risk-weighted assets (RWA) for Monash bank? Asset Liability Committee (ALCO) of Monash Bank has calculated the following risk weights assets for its exposures for 2018 as follows: RWA credit risk (On-balance sheet) = $ 120 billion, RWA credit risk (Off-balance sheet) = $ 20 billion. Additional information: Capital charge Capital Charge Capital Charge for interest rate (IR) risk for bank book Capital Charge for market Risk Capital Charge for securitization Risk Capital Charge for Operational risk ($billion) 2 2.5 1 1.5 The current structure of Monash capital shows Common equity Tier1 $3 Billion, Non- cumulative Preference share $5 Billion and Subordinated debt (5 years) $ 8 Billion. what is the risk-weighted assets (RWA) for Monash bank?
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Financial Reporting and Analysis
ISBN: 978-1259722653
7th edition
Authors: Lawrence Revsine, Daniel Collins, Bruce Johnson, Fred Mittelstaedt, Leonard Soffer
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