Skip to content
RDP 9210: A Contingent Claim Analysis of Risk-Based Capital Standards for Banks
Equation (20)
ρ
=
L
¯
−
L
L
¯
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqyWdiNaey ypa0ZaaSaaaeaaceWGmbGbaebacqGHsislcaWGmbaabaGabmitayaa raaaaaaa@3C5C@