RDP 9210: A Contingent Claim Analysis of Risk-Based Capital Standards for Banks
Equation (17)
c
min
=
c
r
b
w
0
+
c
r
b
(
w
1
−
w
0
)
η
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaam4yamaaBa aaleaacaqGTbGaaeyAaiaab6gaaeqaaOGaeyypa0Jaam4yamaaBaaa leaacaWGYbGaamOyaaqabaGccaWG3bWaaSbaaSqaaiaaicdaaeqaaO Gaey4kaSIaam4yamaaBaaaleaacaWGYbGaamOyaaqabaGcdaqadaqa aiaadEhadaWgaaWcbaGaaGymaaqabaGccqGHsislcaWG3bWaaSbaaS qaaiaaicdaaeqaaaGccaGLOaGaayzkaaGaeq4TdGgaaa@4BA8@