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Most risk capital is lost? We hold risk capital for a 7bp event (99.93% chance the situation will be better than this). Then we have prudent margins. Why the
by hessenwolf 16y ago
Most risk capital is lost? We hold risk capital for a 7bp event (99.93% chance the situation will be better than this). Then we have prudent margins. Why the fuck would we burn through 90% of our risk capital most of the time?