来自：FRM > 二级 > 电脑版 > Unit12 2020-11-02 19:07
老师这道题能详细写下步骤吗？同时想请问老师这公式的最开始出处是在哪里？
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金儲師Vin.
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46
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1087天前
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金儲師Vin.
提问
46
上次登录
1087天前
jason 2020-11-04 09:03
致精进的你:
同学，公式如图所示，过程如下：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.感兴趣的话可以去看一下原版书的具体内容哈
The real talent is resolute aspirations.
真正的才智是刚毅的志向。
