You are given the following information with respect to the asset categories of the NBK bank in
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Question:
You are given the following information with respect to the asset categories of the NBK bank in Kuwait.
• Cash with the central bank = 100,000
• Cash with the Gulf Bank = 150,000
• Cash with the Alahli Bank = 95,000
• Mortgages = 1,700,000
• Medium term corporate loans = 3,500,000
• Long term corporate loans = 1,980,000
• Standby letters of credit = 2,650,000
You need to calculate the minimum capital required for NBK based on Basle I rules.
Related Book For
An Introduction to the Mathematics of financial Derivatives
ISBN: 978-0123846822
2nd Edition
Authors: Salih N. Neftci
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