Multiple Choice
The term 'credit equivalent amount' refers to the:
A) nominal value of an on-balance-sheet item exposed to credit risk
B) credit risk exposure of an on-balance-sheet item
C) credit risk exposure of an off-balance-sheet item
D) nominal value of an off-balance-sheet item exposed to credit risk
Correct Answer:
Verified
Correct Answer:
Verified
Q7: Credit-risk-adjusted assets are on- and off-balance-sheet assets
Q8: The market risk capital charge is included
Q9: Current credit exposure is the:<br>A)credit risk exposure
Q10: Procyclicality refers to features or characteristics that:<br>A)serve
Q11: Current credit exposure is the cost of
Q13: Which of the following statements is true?<br>A)Basel
Q14: Total capital ratio is the ratio of
Q15: Common equity Tier I capital ratio is
Q16: Which of the following is the correct
Q17: Which of the following statements is true?<br>A)The