Pyka, Irena; Nocoń, Aleksandra - In: Journal of Risk and Financial Management 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 different types of risk. For banks, it is used as a buffer against claims or expenses in the event that ordinary capital is not enough to cover them. Thereby, risk capital can also be...