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RDP 1999-09: Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility
Equation (10)
V
T
=
{
(
1
−
φ
)
B
T
−
(
1
−
γ
)
A
T
if
B
T
>
(
1
−
γ
)
A
T
+
φ
B
T
0
if
B
T
≤
(
1
−
γ
)
A
T
+
φ
B
T
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