CAPM in UK Banks
For all of you who work at UK banks, what do you use for inputs in the CAPM model?
20 year gilts as the risk-free rate? What do you use for the risk premium? What market index returns do you use to calculate beta?
For all of you who work at UK banks, what do you use for inputs in the CAPM model?
20 year gilts as the risk-free rate? What do you use for the risk premium? What market index returns do you use to calculate beta?
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