total risk-based capital
A regulatory definition of bank capital. The sum of tier 1 plus tier 2 capital.
TRACE ...
Total risk
The sum of systematic and unsystematic risk.
Total volume
The total number of shares or contracts traded on national and regional exchanges in a stock, bond, commodity, future, or option on a certain day.
Total Risk-Based Capital
The finances that are provided for startup companies and small businesses with prodigious growth abilities.
Trade Date ...
-total risk-adjusted capital ratio: total risk-based capital for certain loans and investments divided by risk-adjusted assets.
Referring Terms:
tangible net worth ...
The total risk of comprise systematic risk and unsystematic risk. Systematic risk is due to risk factors that affect the overall market- such as changes in the nation's economy, world energy situation, world political and economic situation.
The amount of total risk that cannot be eliminated by portfolio
diversification. The risk inherent in the general economy as a
whole. Also known as market risk.
Unsystematic Risk ...
The percentage of total risk-adjusted assets supported by a capital base as defined by a financial institution. This type of risk weighting approach is based on a model developed by the Bank of International Settlements (BIS).
Capital Structure: ...
A measurement of a bank's core equity capital compared with its total risk-weighted assets. This is the measure of a bank's financial strength.
Tier 1 capital must be at least 4% of total risk-weighted assets. Total capital must be at least 8% of total risk-weighted assets. When a bank creates a deposit to fund a loan, its assets and liabilities increase equally, with no increase in equity.
Capital Market Line This is a graphical line which represents a linear relationship between the expected return and the total risk (standard deviation) for efficient PORTFOLIOS of risky and riskless securities.
Return on risk adjusted capital (rorac): is a measure that puts more emphasis on the total riskiness of the project.
A measure of excess return per unit of risk based on downside semi-variance, instead of total risk (the standard deviation of the portfolio) used by the Sharpe ratio.
Because the unsystematic risk is diversifiable, the total risk of a portfolio can be viewed as beta.
[edit] The market portfolio ...
Type of optionEquity % in total assets30%50%70%Parent guarantee15.217.822.7Pension putIndexation optionSponsor share (as percentage of total risk)2.512.351%3.111.355%3.810.461%
By Theo Kocken ...
2. Diversification: By pooling their money together, shareholders can hold fractional shares of many different securities, thereby reducing the total risk and increasing liquidity to the investment.
Total sales and other revenue for the period shown. Known as "turnover" in the U.K.
Total risk
The sum of systematic and unsystematic risk.
Total volume ...
Similar to the Sharpe Ratio, Treynor Ratio is a measurement of efficiency utilizing the relationship between annualized risk-adjusted return and risk. Unlike Sharpe Ratio, Treynor Ratio utilizes "market" risk (beta) instead of total risk (standard ...
Formula [1] is the essential conclusion of CAPM. It states that a stock's (or portfolio's) excess expected return depends on its beta and not its volatility. Stated another way, excess return depends upon systematic risk and not on total risk.
While this makes both equities and debt less volatile, the larger amount of debt held meant the market as a whole was still exposed to the same total risk — ...
You can always earmark certain portions of your portfolio for certain things. But putting it all together in one portfolio provides a big-picture view of your overall asset allocation. That way you can manage the total risk you're taking on at any ...
Financial leverage, a measure of financial risk, refers to financing a portion of the firm's assets, bearing fixed financing charges in hopes of increasing the return to its owners. Total leverage is a measure of total risk.
Technically speaking, the standard deviation of your total return over "N" tries is equal to the standard deviation of each individual try divided by the square root of "N". As "N" becomes large your total risk becomes very small.
 See also: Banks, Expense, Expected return, Systematic risk, Unsystematic risk
  
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