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    Financial Institutions Management
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    Exam 15: Market Risk
  5. Question
    When Using the BIS Standardized Model (Partial Risk Factor Approach)
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When Using the BIS Standardized Model (Partial Risk Factor Approach)

Question 97

Question 97

True/False

When using the BIS standardized model (partial risk factor approach) to determine capital requirements of the trading book, correlations for equity risk are set by the Federal Reserve.

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