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In respect of operational risk capital calculations, the Basel II accord recommends a confidence level...

In respect of operational risk capital calculations, the Basel II accord recommends a confidence level and time horizon of:

A.

99.9% confidence level over a 10 day time horizon

B.

99% confidence level over a 10 year time horizon

C.

99% confidence level over a 1 year time horizon

D.

99.9% confidence level over a 1 year time horizon

PRMIA 8008 Summary

  • Vendor: PRMIA
  • Product: 8008
  • Update on: Jul 29, 2025
  • Questions: 362
Price: $52.5  $149.99
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