Economic capital and Margin risk: Difference between pages

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imported>Doug Williamson
(Create the page. Sources: linked pages.)
 
imported>Doug Williamson
(Make it clear whose credit risk margin is relevant, namely the borrower's own.)
 
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''Banking - capital adequacy''.
The risk for a borrower of an adverse change in its borrowing margin.


A bank's internal assessment of the amount of capital deemed necessary to support the risks to which it is exposed.




== See also ==
== See also ==
* [[Capital adequacy]]
*[[Margin]]
* [[Pillar 1]]
* [[Pillar 2]]
* [[Pillar 3]]

Revision as of 16:41, 5 May 2015

The risk for a borrower of an adverse change in its borrowing margin.


See also