Economic Capital Modelling
Title | Economic Capital Modelling PDF eBook |
Author | Iman van Lelyveld |
Publisher | Bloomberg Press |
Pages | 202 |
Release | 2006-01-01 |
Genre | Business & Economics |
ISBN | 9781904339397 |
Playing a key role in both the second pillar of the new Basel framework and the Solvency II project, economic capital models are becoming increasingly important. Economic Capital Modelling provides you with a multi-faceted overview of the current state of play for these cutting edge models. Presenting a theoretical overview of risk measurement, diversification and aggregation; a survey of the current state of implementation; and a supervisory view on the use of these models.
Economic Capital
Title | Economic Capital PDF eBook |
Author | Pieter Klaassen |
Publisher | Elsevier |
Pages | 302 |
Release | 2009-05-28 |
Genre | Business & Economics |
ISBN | 0080956807 |
Managers can deploy and manage economic capital more effectively when they understand how their decisions add value to their organizations. Economic Capital: How It Works and What Every Manager Needs to Know presents new ways to define, measure, and implement management strategies by using recent examples, many from the sub-prime crisis. The authors also discuss the role of economic capital within the broader context of management responsibilities and activities as well as its relation to other risk management tools that are available to the modern risk manager. - Explains ways to use economic capital in balancing risk and return - Evaluates solutions to problems encountered in establishing an economic capital framework - Emphasizes intuition - Draws special attention to embedding risk modelling approaches within economic capital frameworks
International Convergence of Capital Measurement and Capital Standards
Title | International Convergence of Capital Measurement and Capital Standards PDF eBook |
Author | |
Publisher | Lulu.com |
Pages | 294 |
Release | 2004 |
Genre | Bank capital |
ISBN | 9291316695 |
Evaluating Design Choices in Economic Capital Modeling
Title | Evaluating Design Choices in Economic Capital Modeling PDF eBook |
Author | Nicholas M. Kiefer |
Publisher | |
Pages | 24 |
Release | 2004 |
Genre | Bank capital |
ISBN |
Introduction to Economic Capital Modeling
Title | Introduction to Economic Capital Modeling PDF eBook |
Author | Jen-Wen Lin |
Publisher | |
Pages | 60 |
Release | 2010 |
Genre | Bank capital |
ISBN |
Managing Portfolio Credit Risk in Banks: An Indian Perspective
Title | Managing Portfolio Credit Risk in Banks: An Indian Perspective PDF eBook |
Author | Arindam Bandyopadhyay |
Publisher | Cambridge University Press |
Pages | 390 |
Release | 2016-05-09 |
Genre | Business & Economics |
ISBN | 110714647X |
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
Economic Capital
Title | Economic Capital PDF eBook |
Author | Ashish Dev |
Publisher | |
Pages | 368 |
Release | 2004 |
Genre | Business & Economics |
ISBN |
This multi-contributor title will enable you to better analyse and evaluate economic capital in order to implement more effective risk management strategies within your business. Economic Capital is the definitive reference on this increasingly important area of finance. [Resumen de editor]