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Hi @David Harper CFA FRM CIPM For all results in Question 12.6. I get half of the results provided in the solution so I'm wondering if there's something systematic I'm missing (my calculations below the question): 12.6 Estimate the capital required under Basel I for a bank that has the...

Hi I have difficulties understanding the following quote regarding the value of a (remaining) mortgage (p. 7 of reading 24): "Therefore, in case of floating rate (non-fixed) mortgage loans, if rates or spreads rise after origination, the present value of the remaining mortgage payments will...