Skip to content
RDP 9210: A Contingent Claim Analysis of Risk-Based Capital Standards for Banks
Equation (22)
c
¯
=
1
σ
*
*
−
σ
*
∫
σ
*
σ
*
*
c
(
σ
)
d
σ
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabm4yayaara Gaeyypa0ZaaSaaaeaacaaIXaaabaGaeq4Wdm3aaWbaaSqabeaacaGG QaGaaiOkaaaakiabgkHiTiabeo8aZnaaCaaaleqabaGaaiOkaaaaaa GcdaWdXbqaaiaadogadaqadaqaaiabeo8aZbGaayjkaiaawMcaaiaa dsgacqaHdpWCaSqaaiabeo8aZnaaCaaameqabaGaaiOkaaaaaSqaai abeo8aZnaaCaaameqabaGaaiOkaiaacQcaaaaaniabgUIiYdaaaa@4EF2@