Suppose a bank has concluded a five-year currency swap with another OECD bank, on a notional amount of N$ 2,000,000, whose current market value is N$250, 000, 000. Suppose further it has forward contract in Gold which has notional value of N$ 3.2 billion. What is the risk weighted sum of this portfolio?

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To calculate the riskweighted sum of the portfolio we need to calculate the risk weigh... View the full answer