hard · FRM Part 1 Foundations of Risk Management
A bank has Tier 1 Capital of $90 million and total risk-weighted assets of $1.2 billion. Its total unweighted accounting exposure is $2.5 billion.
What is the bank's leverage ratio under Basel III?
- 4.8%
- 3.0%
- 7.5%
- 3.6%
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