Economic Capital Modelling: Concepts, Measurement and Implementation - Couverture rigide

Couverture rigide

ISBN 10 : 1904339395 ISBN 13 : 9781904339397

Editeur : Risk Books, 2006

Synopsis

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 Models provides you with an overw of the current state of play for these cutting edge models from three angles: * A theoretical overw of risk measurement, diversification and aggregation; * A survey of the current state of implementation; and * A superory w on the use of these models. The combination of these three angles is unique and provides you with truly multi-faceted w of this subject. All aspects of economic capital for financial conglomerates are incorporated. Moreover, this book is set apart from any other in its field because it provides you with a balanced overw from the perspective of both risk managers within institutions and superors. Practitioners, risk managers, policymakers and academics are brought together with their insights combined into a single volume. As the practitioners w is not that of a single institution, consultant or vendor you are able to reflect on the combined insights of a number of institutions that have cutting edge economic capital frameworks. Economic Capital Models Provides information for institutions to implement economic capital models and lead you to improved risk management and more accurate pricing. Discusses the requirements for an economic capital model on a more theoretical level. Shows you what a feasible implementation target is and which diffities might be encountered by examining the current state of implementation of economic capital methodology at large mixed financial conglomerates. This book is recommended for practitioners, superors in both the industry and superory communities and academics. It gives you an important update on industry best practice in a rapidly developing field and offers you a comprehensive and impartial overw from all wpoints.

Détails de l'édition

• Éditeur: Risk Books
• Date d'édition: 2006
• Langue: anglais
• ISBN 10: 1904339395
• ISBN 13: 9781904339397
• Reliure: Relié
• Nombre de pages: 200
• Éditeur: Lelyveld Iman Van
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible