Rounding issue with Battle Card calculation questions

ThrowGrowThrowGrow
edited October 2022 in OSFI.MCT

The answer I calculated for the three battleActs card below is always <$1 difference. There are rounding issues in the answer key.

  • calculate the MCT capital required for interest rate risk (HARDER version)
  • calculate the MCT capital required for market risk

For example, Battle Act card result is 1250.4

My calculation is 1250.3.

Comments

  • grahamgraham

    Sorry about that. Those were new problems and the tolerances were not set properly. I sent you a message. Check the envelope under your user name in the top left portion of the screen.

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