In an essay of 100 words or less, define the term
“risk-weighted assets” in the context of the Basel accords. How are
risk-weighted assets different from total assets? Can a bank’s
total assets increase while its risk-weighted assets stay the
same?
In an essay of 120 words or less, explain the difference
between expected losses (EL) and unexpected losses (UL) within a
credit risk management context.
How do you calculate revenue for a firm that makes one product?
How do you calculate costs for a firm that makes only one product?
How does a competitive firm maximize profits?
According to its Interim 2017 results, Westpac had total assets
of $840bn, risk-weighted assets of $404.4bn, and equity capital of
$40.3bn. Its customer deposits were $478.7bn.
Distinguish between total assets and risk-weighted assets. What
was the total value of all sources of funding used by Westpac at
this point in time, excluding customer deposits and equity capital?
Explain how you have calculated your answer.
how you calculate the Portfolio (equally weighted of 3
companies) to find their data will be in 60 observation
monthly( 5 years)
Beta
Monthly Er
Annual Er
EAR
STDV Monthly/Annual
Sharpe Monthly
Sharpe Er
Sharpe EAR