Search Results for: Modelling Economic Capital

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

Managers can deploy and manage economic capital more effectively when they understand how their decisions add value to their organizations. Economic Capital: Ho

Identifies the basic building blocks for economic capital measurement. This work familiarises and trains a newcomer to the economic capital building blocks, ris

This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools