Economic Capital Modelling

Economic Capital Modelling
Author :
Publisher : Bloomberg Press
Total Pages : 202
Release :
ISBN-10 : 1904339395
ISBN-13 : 9781904339397
Rating : 4/5 (95 Downloads)

Book Synopsis Economic Capital Modelling by : Iman van Lelyveld

Download or read book Economic Capital Modelling written by Iman van Lelyveld and published by Bloomberg Press. This book was released on 2006-01-01 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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