[二级操作风险] 为什么Increasing CVA charge increases the amount of risk-weighted assets.为什么CVA可以改变风选加钱权资产CVA不是你对对方可能会发生违约失的一个信用价值调整吗?就是收取的一个额外费用吗?他为什么是资产呢?
eleven11发布于:2024-10-28 14:03:33浏览37次 FRM FRM Part II
为什么The NSFR = (amount of stable funding)/(required amount of stable funding). CET 1 capital which goes to the numerator has a weight of 100%. Gold which goes to the denominator has a weight of 50%. Thus the increase to the numerator and denominator will not be exactly the same so the NSFR changes.核心一级资本是可以使用的稳定融资,但为什么黄金是需要稳定融资的另一类?