rapm

Hi @David Harper CFA FRM I am currently reading the Risk Capital Attribution and RAPM part. On the Risk Capital, how do we calculate the risk capital for credit risk , market risk and Operational Risk. I recall that for Op. Risk , we are using the loss distribution approach to obtain the loss...

I think GARP study notes covers recently developed Risk-Adjusted Risk Measures which include: Morningstar rating system, Actuarial Approach, Modigliani, and Muralidhar. I am not sure whether this is covered in BT notes elsewhere or there is any future plan to cover? Can someone provide inputs...