Economic Capital: How It Works and What Every Manager Needs to Know - Couverture rigide

Klaassen, Pieter; Van Eeghen, Idzard

 
9780123749017: Economic Capital: How It Works and What Every Manager Needs to Know
Couverture rigide
ISBN 10 : 0123749018 ISBN 13 : 9780123749017
Editeur : Elsevier Science Publishing Co Inc, 2009

Synopsis

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.

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À propos des auteurs

By Pieter Klaassen, Managing Director of Firmwide Risk Aggregation at UBS A.G. He holds a PhD in operations research from the MIT Sloan School of Management. He has global responsibility for development and refinement of economic capital models for credit, country, market, operational, interest-rate and business risk. In this position he has close interaction with business, finance, ALM and other risk management departments concerning the application of these models for performance, risk, portfolio and capital management. He is also responsible for quantification of EC for additional risks, and establishment of internal capital adequacy assessment and global responsibility for development and refinement of the bank's counterparty exposure methodologies for derivatives.

Idzard van Eeghen is Group Senior Vice President of Integrated Risk Management at ABNAMRO Bank N.V. Mr. Eeghen holds two degrees: masters in economics and masters in financial economics. In his current position he is responsible for managing the Group's country risk exposure; policies and use of economic capital including stress testing and loan pricing tools; risk disclosure; development and introduction of Enterprise Risk Management (ERM).

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Elsevier Science Publishing Co Inc
Date d'édition
2009
Langue
anglais
ISBN 10 
0123749018
ISBN 13 
9780123749017
Reliure
Relié
Nombre de pages
304
Coordonnées du fabricant
non disponible
Personne responsable
Barbara Criscuolo
b.criscuolo@lswr.it

Via Spadolini, 7
Milano
20141
Italie