NO.PZ2023102101000045
问题如下:
The CFO at a bank is preparing a report to the board of directors on
its compliance with Basel requirements. The bank’s average capital and total
exposure for the most recent quarter is as follows:
Using the Basel III framework, which of the
following is the best estimate of the bank’s current leverage ratio? (Practice
Exam)
选项:
A.
2.94%
B.
3.70%
C.
4.68%
D.
5.08%
解释:
For Basel III purposes, the leverage ratio is
Tier 1 Capital/Total Exposure = 136/3,678 = 3.70%
老师,为什么是 total avarage exposure?这里的avarage 平均是啥意思?