欧洲央行-合成,但风险转移多少?(英)-2026
聚焦欧洲央行-合成,但风险转移多少?(英)-2026。To illustrate this, consider the following example. A bank has two loans, A and B, each e100, and each with the same economic riskiness. Loan A is relatively capital-cheap with a risk weight of 40%, and loan B is relatively capital-expensive with a risk weight of 60%.