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Given that Tier I capital is Rs. 500 crores and Tier II capital Rs. 800 crores and further given that RWA for credit risk
Rs. 5000 crores, capital charge for market risk and operational risk Rs. 200 crores and Rs. 100 respectively, answer the
following questions if the regulatory CAR is 8%.
Ans – b
Total RWA = RWA credit risk+ RWA mkt risk+ RWA ops risk
= 5000+2500+1250
= 8750
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a. 33.1971
b. 34.1971
c. 35.1971
d. 36.1971
Ans - c
Solution :
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4/28/2019 Free Mock Test for JAIIB & CAIIB
Ans - Bill Buying Rate (Ready) : Bill Date + 20 days
Spot Rate = 35.6000 Less Forward Discount 1M (0.3500) Less Exchange Margin 0.15% (0.529)
i.e. 35.6000-.3500-.0529(0.15% of 35.2500) = 35.1971
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