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Marginal Risk Capital refers to the additional capital a bank needs to allocate to cover the incremental risk arising from adding a new asset, loan, or portfolio to its existing portfolio. It measures the change in the bank’s overall economic capital requirement due to this addition. This concept plays a crucial role in risk-adjusted performance measurement and capital budgeting in banks. ___ __________ _____ _____ _____ ___ _____ ____ ________ ______ _____ _____.
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