Search results
Results from the WOW.Com Content Network
The FRTB revisions address deficiencies relating to the existing [8] Standardised approach and Internal models approach [9] and particularly revisit the following: . The boundary between the "trading book" and the "banking book": [10] i.e. assets intended for active trading; as opposed to assets expected to be held to maturity, usually customer loans, and deposits from retail and corporate ...
Because of its two-step aggregation, capital allocation between trading desks (or even asset classes) is challenging; thus making it difficult to fairly calculate each desk's risk-adjusted return on capital. Various methods are then proposed here. [3]
Basel III requires banks to have a minimum CET1 ratio (Common Tier 1 capital divided by risk-weighted assets (RWAs)) at all times of: . 4.5%; Plus: A mandatory "capital conservation buffer" or "stress capital buffer requirement", equivalent to at least 2.5% of risk-weighted assets, but could be higher based on results from stress tests, as determined by national regulators.
In the table below, the codes on the left produce the symbols on the right, but these symbols can also be entered directly in the wikitext either by typing them if they are available on the keyboard, by copy-pasting them, or by using menus below the edit windows.
[[Category:Ticker symbol templates]] to the <includeonly> section at the bottom of that page. Otherwise, add <noinclude>[[Category:Ticker symbol templates]]</noinclude> to the end of the template code, making sure it starts on the same line as the code's last character.
Download as PDF; Printable version; ... = sample mean of differences ... Template: List of statistics symbols. Add languages ...
pdf – probability density function. pf – proof. PGL – projective general linear group. Pin – pin group. pmf – probability mass function. Pn – previous number. Pr – probability of an event. (See Probability theory. Also written as P or.) probit – probit function. PRNG – pseudorandom number generator.
The following table lists many specialized symbols commonly used in modern mathematics, ordered by their introduction date. The table can also be ordered alphabetically by clicking on the relevant header title.