Net Required Capital Risk Categories

In the wiki it states "U/W risk = (B5) + (B6) + (B8)"

However in the BCAR rating (practice) pdf, (B8) is grouped under "other risk"

which is correct?

Comments

  • The wiki is the correct definition. @graham can you confirm?

  • Yes, B8 is part of U/W risk. The practice problem and the web-based problem inadvertently listed it as being under "Other Risk".

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