Internal model to estimate its capital requirements

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Reference no: EM131010097

Trans America Bank has estimated its previous day's DEAR to be -1.28 million. It has also estimated its average VAR over the last sixty working days to be -$1.75 million. It uses its own internal model to estimate its capital requirements following the BIS guidelines. It currently has $2.75 million in Tier I capital, $2.80 million in Tier II capital, and $1.25 million in Tier III capital. Trans America Bank has estimated its previous day's DEAR to be -1.28 million. It has also estimated its average VAR over the last sixty working days to be -$1.75 million. It uses its own internal model to estimate its capital requirements following the BIS guidelines. It currently has $2.75 million in Tier I capital, $2.80 million in Tier II capital, and $1.25 million in Tier III capital.

Reference no: EM131010097

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