[Solution]Bank risk management assignment

Critically discuss the capital conservation buffer in relation to Basel III. What are the pros and cons of the introduction of capital conservation buffer? In…

Critically discuss the capital conservation buffer in relation to Basel III. What are the pros and cons of the introduction of capital conservation buffer? In terms of implementation of capital conservation buffer, please discuss where we stand at present and whether there are delays. Estimate the VaR and ES for λ=0.90 and also the volatility updated VaR and ES.

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