如题

NO.PZ2016072602000047

A bank subject to the Basel I Accord makes a loan of $100 million to a firm with a risk weight of 50%. What is the basic on-balance-sheet credit risk charge?

选项：

$8 million

$4 million

$2 million

$1 million

解释：

B is correct. Under the Basel I rules, the charge is $100 x 50% x 8% = $4 million.

No.PZ2016072602000047 (选择题)

来源: Handbook

A bank subject to the Basel I Accord makes a loan of $100 million to a firm with a risk weight of 50%. What is the basic on-balance-sheet credit risk charge?

答案里面，×8% 是哪里来的吖。