What would be the market risk capital requirement for a bank with a 1-day VAR of $250 and a specific risk surcharge of $75, based on the current BIS minimum capital requirements?
A. $835.
B. $866.
C. $2,372.
D. $2,447.
Answer：D
The capital requirement would be based on the multiplier (assumed to be three), the VAR scaled for ten days, and the specific risk charge: (3x$250*10^1/2) +$75 = $2,447