Capital To Risk Weighted Assets(CRAR) of 8% by end-1992. Since 1988, this framework has been progressively introduced not only in member countries but also in virtually all other countries with internationally active?banks. Basel II Accord: In June 1999, the Committee issued a proposal for a...
3. Risk values are calculated based on "expected values", ie, probability-weighted value at risk. Note: See the Technical Appendix for why we chose RCP 8.5. All projections based on RCP 8.5, CMIP 5 multi model ensemble. Heat data b...
Then, the consistency vector is calculated as the ratio between the weighted sum vector and the weights and finally lambda (λ), which is the average of the consistency Geosciences 2018, 8, 275 15 of 27 vector, is also calculated. Table 9 shows a sample calculation for the values. The ...