Pyka, Irena; Nocoń, Aleksandra - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-18
Risk capital or capital at risk (CaR) refers to the amount of capital set aside and maintained by banks to cover … enough to cover them. Thereby, risk capital can also be recognized as risk-bearing capital or surplus funds. Risk capital may …’-optimal value of risk capital that will not lower its efficiency, but still ensure financial security. The main objective of the …