jason 2020-08-19 10:45
致精进的你:
risk-based 基于风险的,leverage ratio=Tier 1 / (on or off B/S total expose)用来补充基于风险的指标而不直接基于风险。基于风险的指标例如:RAROC=[risk-adjusted return*(1-t)] / EC;NSFR=available amount of stable funding / required amount of stable funding,要risk-wighted等。
The real talent is resolute aspirations.
真正的才智是刚毅的志向。