A bank estimate that its profit next year is normally distributed with a mean of 0.8% of asset and the standrd deviation of 2% of asset. How much equity does the company need to be 90% sure that it will have positive equity at the end of year.
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how ? 过程怎么样
过程就是：-1.645*2%+0.8%=-0.0249，-1.645是标准正态分布的5%的分位点，用Excel就用=NORMINV(0.05,0.008,0.02)就行
2.49% asset,抱歉昨天算的时候搞错了一个符号，今天的是对的
为什么算标准正态分布的5%的分位点，而不是10%的分为点？根据VaR应该是10%啊
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