来自：FRM > 二级 > 电脑版 > Unit14 2020-10-27 16:47
老师，这题我算出来是D，为什么是B呢，我的列式是（300+700*0.35）*0.025
查看更多起名字好烦。。。
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59
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472天前
查看更多起名字好烦。。。
提问
59
上次登录
472天前
jason 2020-10-28 09:24
致精进的你:
同学，The required economic capital to support a loan in the RAROC model can be calculated using the following formula: where LEF represents the loan equivalent factor and CF represents the capital factor. Therefore, the initial required economic capital is calculated as follows: [(1 billion×0.3) + (1 billion×0.7×0.35)]×0.025 = 0.0136 billion And the required capital if the change is implemented would be: [(1 billion×0.3) + (1 billion×0.7×0.7)]×0.025 = 0.0198 billion Hence the additional required economic capital would be 19.75 – 13.625 = 6.13 million.
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