Reading...
Play button
Play button
Use LEFT and RIGHT arrow keys to navigate between flashcards;
Use UP and DOWN arrow keys to flip the card;
H to show hint;
A reads text to speech;
3 Cards in this Set
- Front
- Back
|
Capital consumption buffer is only met by c e t 1 tier 1 capital |
CVA charge and RWA are positively correlated |
|
|
Treasurer in consulting with the CFO may invoke CFP |
Put free makes it less convex that is closer to a straight line |
|
|
Hedging not speculation creates RWR increase in RWR reduces CVA |
Dollar rated returns are similar to calculating IRR the other hand, time weighted returns calculate for each period holding period return and take an average of different holding period returns |
