basel I 对coporate loan不是一刀切,权重都给100%吗?为什么这里要用题目的50%?
问题如下图:
选项:
A.
B.
C.
D.
解释:
NO.PZ2016072602000047 A bank subjeto the Basel I Accormakes a loof $100 million to a firm with a risk weight of 50%. Whis the basic on-balance-sheet cret risk charge? $8 million $4 million $2 million $1 million B is correct. Unr the Basel I rules, the charge is $100 x 50% x 8% = $4 million. No.PZ2016072602000047 (选择题) 来源: Hanook A bank subjeto the Basel I Accormakes a loof $100 million to a firm with a risk weight of 50%. Whis the basic on-balance-sheet cret risk charge? 答案里面,×8% 是哪里来的吖。
请问答案的8%从何而来?