Question: there is no other information Question (2) 7 Marks For the bank X: a. Assume and write down all necessary data: Standard deviation,...etc. b. Calculate

there is no other information

Question (2) 7 Marks For the bank X: a. Assume and write down all necessary data: Standard deviation,...etc. b. Calculate on step by step basis for a one-day time horizon the VaR /Market risk capital charge. Question (2) 7 Marks For the bank X: a. Assume and write down all necessary data: Standard deviation,...etc. b. Calculate on step by step basis for a one-day time horizon the VaR /Market risk capital charge

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