An Optimal Portfolio and Capital Management Strategy for Basel III Compliant Commercial Banks

<table>A simulation of the bank capital, <svg height="15.0875" id="M194" style="vertical-align:-2.3205pt" version="1.1" viewbox="0 0 29.6625 15.0875" width="29.6625" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg>, required to maintain the Total Capital Ratio at <svg height="11.75" id="M195" style="vertical-align:-0.4368pt" version="1.1" viewbox="0 0 21.137501 11.75" width="21.137501" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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Journal of Applied Mathematics

fig6

Figure 6

Figure 6: An Optimal Portfolio and Capital Management Strategy for Basel III Compliant Commercial Banks 