Answers, round 3 December 13, 2012 at 9:43 pm
Here are the answers for the regulation round.
- Probably 100% as there is no ruling in the text, so the default is ‘other’. Whether this was intended or not is unclear.
- Residential mortgages.
- 1 day and either 5 or 10 days depending on whether the swap is cleared. Can we all say `futurisation’?
- 0.56% of market value, i.e. 7% risk weight. Which is shocking.