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What is the expected credit loss (ECL) for a portfolio of Stage 1 loans amounting to 100 mil USD with PD=6%, LGD=50%, and 2-year residual maturity?
What is one of the main tools used in operational risk management (ORM)?
Which type of greenhouse gas (GHG) emissions includes emissions from a bank's investment and lending activities?
The bank finances its portfolio of 3Y loans which are priced at 3M EURIBOR+margin with 3M deposits that are supposed to be rolled over. The situation exposes the bank to:
The basic framework of global bank regulation is set by
The current bond price is 99.65, the par value is 100, the remaining time to maturity is 4.4 years and the modified duration of this bond is 3.5 years. If the yields are expected to decline by 75 bps, the expected new price is:
The Bank has the following items in its balance sheet: shareholder equity of 40, retail deposits of 88, bonds purchased of 50, loans granted of 83, bonds issued of 22, equity investment of 17, and guarantee issued of 27.
What is the missing item?
A bond newly issued and sold by the US government is .................for the US government and ................for the investor of the bond.
Credit risk CANNOT "be measured" by:
Which of the following is true about 99% VaR (Value at risk)