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Exit VCEDump 8008 PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition

Q50 Single choice

Economic capital under the Earnings Volatility approach is calculated as:

A
Expected earnings/Specific risk premium for the firm
B
[Expected earnings less Earnings under the worst case scenario at a given confidence level]/Required rate of return for the firm
C
Earnings under the worst case scenario at a given confidence level/Required rate of return for the firm
D
Expected earnings/Required rate of return for the firm

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