ABIBLO FINANCE - CAPITAL AT RISK

Abiblo Finance - Capital At Risk 
Capital at risk is a form of measurement of worst case losses in excess of the average which is useful in banking to measure both capital requirements as well as certain performance measures for instance, the risk adjusted return on capital. Capital at risk is based on the methodology of value at risk. Based on the Basle Accords, the calculation of capital at risk is essential to the capital adequacy framework.