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1) Suppose that assets of a bank consist of= $500 million of loans to BBB-rated corporations. The PD for corporations is evaluated as= 0.3%. Average maturity is 3 years and LGD is= 60%. What are the risk-weighted assets for credit risk under Basel II advanced IRB approach? describe about the Tier 1 and Tier 2 capital needs? What are the Tier 1 and Tier 2 capital requirements? How does this compare with capital needed under Basel II standardized approach and under Basel.

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