bfw 1001
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计算名义利率 nominal interest rate
= real risk free interest rate 实际无风险利率 (3 month treasury bills - inflation rate)
+ inflation premium 通货膨胀溢价 (inflation rate)
+ default risk premium 违约风险溢价 (30 year corporate bonds - 30 year treasury bonds)
+ maturity risk premium 到期风险溢价 (30 year treasury bonds - 3 month treasury bill)
+ liquidity risk premium 流动性风险溢价
注意，如果是美国短期国债 1-year Treasury bill nominal interest rate，那么后面3个风险溢价都可以为0忽略不计
ROE = ROA * EM
ROE: return on equity 净资产收益率 ROE = net profit / capital 股东权益
ROA: return on asserts 总资产收益率 ROA = net profit / asserts
EM: equity multiplier 权益乘数 EM = asserts / capital
Basel I 计算RWA
Basel I 计算 total capital ratio ≥ 8% 总资本是否符合要求
Basel I 计算银行应该持有多少CET1 2%和Tier1 4% Capital
复利估值：FV和PV的计算
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