RWA与credit RWA，MRC，ORC什么关系。regulatory capital都应该包含什么？MRC ORC还有什么

问题如下：

Assume a bank determines credit risk-weighted assets (credit RWA) of $10 million, a market risk charge (MRC) of $300,000 and an operational risk charge (ORC) of $500,000. To meet Basel III requirements, the bank has determined it holds $2.0 million in eligible total (Tier 1 plus Tier 2) regulatory capital. What is the bank’s total capital ratio?

选项：

A.

5.0 %

B.

6.25%

C.

8.0%

D.

10.0%

解释：

10.0% RWA = $10,000,000 + $300,000 × 12.5 + $500,000 × 12.5 = $20,000,000 RWA; $2 MM / $20 MM = 10.0%