marzban, hossein

[ 1 ] - Estimation of capital requirements in the Iranian banking system To deal with market and credit risks

Each financial institution faces different types of risks, with three of the most important risks in the banking system being credit, market and operational risks. In order to manage risk, sufficient capital must be allocated. One of the common ways to calculate the capital needed to deal with these risks is to calculate the capital proportional to each risk and then the algebraic sum to obtain...