VaR values to 3. What is the capital requirement for general market risk?
A. USD 1,665 million
B. USD 3,977 million
C. USD 6,132 million
D. USD 8,502 million
Answer:C
VaR values to 3. What is the capital requirement for general market risk?
A. USD 1,665 million B. USD 3,977 million C. USD 6,132 million D. USD 8,502 million
Explanation: The revised market risk capital requirement is: