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about bad time and pricing kernel
I have 2 questions about bad time and pricing kernel. Q1: bad time is a qualitative concept(such as the situation of economic recession, strategy failure...), and pricing kernel is SDF, an index of bad time,. But if we quantify bad time and make it into an index (SDF), what is the quantitative...- FxReX80
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- Replies: 0
- Forum: P2.T9. Investment Management (15%)
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What is RWA? what is the difference between RWA and risk capital?
In the textbook of operational risk, RWA is mentioned frequently while talking about BASEL ACCORD. Another concept is risk capital that is a sort of cushion for various risks. What is RWA? what is the difference between RWA and risk capital?- FxReX80
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- risk-capital risk-weighted-assets rwa
- Replies: 1
- Forum: P2.T7. Operational Risk & ERM (25%)