Before revision:  However, extending the range of eligible assets is important because, as exemplified by the recent financial crisis,  the existence of default-free securities may not be a realistic assumption to make. We study finiteness and continuity properties of capital requirements in this general context.
After revision:  However, extending the range of eligible assets is important because, as exemplified by the recent financial crisis, the existence of default-free bonds may be unrealistic. We focus on finiteness and continuity properties of capital requirements in this general context.