rwa

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?

Dear reader, I am currently working on CAR and I am wondering how I can input my market risk VAR into the calculation. Essentially, my question is regarding the time horizon of CAR versus Delta normal VaR. Assuming a 1 day VaR output from the delta normal model, How does it fit into the CAR? My...

I think it falls under the Study Guide titled under Operational Risk in Part 2: Capital Planning at Large Bank Holding Companies Is it covered in any other section? Thank you, Sixcarbs