Question: Question 7 Which was the minimum capital requirement for market risk in the 1996 BIS Amendment? At least 2 times 5-day VaR with a 95%

Question 7 Which was the minimum capital requirement for market risk

Question 7 Which was the minimum capital requirement for market risk in the 1996 BIS Amendment? At least 2 times 5-day VaR with a 95% confidence level At least 3 times 7-day VaR with a 97% confidence level At least 3 times the 10-day VaR with a 99% confidence level 1-day VaR with a 99% confidence level

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