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Economic Capital

Economic Capital
A Practitioner Guide

by Ashish Dev

  • Publisher : Unknown Publisher
  • Release : 2004
  • Pages : 332
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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This new 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.

Economic Capital Allocation with Basel II

Economic Capital Allocation with Basel II
Cost, Benefit and Implementation Procedures

by Dimitris N. Chorafas

  • Publisher : Elsevier
  • Release : 2004-02-09
  • Pages : 448
  • ISBN : 9780080472560
  • Language : En, Es, Fr & De
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This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: * comprehensive coverage of the evolution of the banking industry with Basel II in mind * extensive information on the capital requirements for bank liquidity and solvency * coverage of the new rules as laid down by the supervisory authorities of the Group of Ten industrialized nations * key information on the technical requirements for credit institutions such as: new credit rating scales, modeling of credit risk, control of operational risks, and, novel ways and means for the management of exposure to Credit Risk * Basel II accords must be implemented by 2006 and require 2 years preparation for proper implementation * Author at the forefront in the development of the Basel II Capital Adequacy Accord * Based on intensive research in the US, UK and continental Europe

Economic Capital

Economic Capital
How It Works, and What Every Manager Needs to Know

by Pieter Klaassen,Idzard van Eeghen

  • Publisher : Elsevier
  • Release : 2009-05-28
  • Pages : 304
  • ISBN : 9780080956800
  • Language : En, Es, Fr & De
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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

An Introduction to Economic Capital

An Introduction to Economic Capital
A Book

by Mohan Bhatia

  • Publisher : Unknown Publisher
  • Release : 2009
  • Pages : 316
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Identifies the basic building blocks for economic capital measurement. This work familiarises and trains a newcomer to the economic capital building blocks, risk measures, simulation and basic modelling techniques necessary for an institution to invent their own techniques and parameters for modelling economic capital for various types of risks.

Pillar II in the New Basel Accord

Pillar II in the New Basel Accord
The Challenge of Economic Capital

by Andrea Resti

  • Publisher : Unknown Publisher
  • Release : 2008
  • Pages : 481
  • ISBN : 9781906348151
  • Language : En, Es, Fr & De
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Raises awareness of the scope of Pillar 2 and takes the reader through every main strand.

Aligning the Economic Capital of Model Risk with the Strategic Objectives of an Enterprise

Aligning the Economic Capital of Model Risk with the Strategic Objectives of an Enterprise
A Book

by Hopolang Phillip Mashele

  • Publisher : Unknown Publisher
  • Release : 2015
  • Pages : 200
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Uncertainties -- Enterprise risk management -- Model risk management -- Credit risk management -- Market risk management -- Operational risk management -- Regulatory capital -- Economic capital -- Value-at-risk -- Expected shortfall -- Copula -- Strategic management.

Risk Management and Financial Institutions

Risk Management and Financial Institutions
A Book

by John C. Hull

  • Publisher : John Wiley & Sons
  • Release : 2012-04-11
  • Pages : 672
  • ISBN : 1118282914
  • Language : En, Es, Fr & De
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Risk Management for Insurers

Risk Management for Insurers
Risk Control, Economic Capital and Solvency II

by René Doff

  • Publisher : Unknown Publisher
  • Release : 2011
  • Pages : 322
  • ISBN : 9781906348618
  • Language : En, Es, Fr & De
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This fully updated user-friendly second edition will quickly help you get to grips with risk management terms and techniques, and how they relate specifically to the insurance industry. It also demonstrates how Solvency II is already shaping the regulatory agenda and its likely impact on the insurance industry.

Liquidity Risk Meets Economic Capital and RAROC

Liquidity Risk Meets Economic Capital and RAROC
A Framework for Measuring Liquidity Risk in Banks

by Kolja Loebnitz

  • Publisher : Unknown Publisher
  • Release : 2011
  • Pages : 138
  • ISBN : 9789036532990
  • Language : En, Es, Fr & De
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Economic Capital - A practitioner's guide

Economic Capital - A practitioner's guide
Building Economic Capital models using a copula free approach

by Jawwad Ahmed Farid

  • Publisher : Alchemy Technologies
  • Release : 2014-12-15
  • Pages : 92
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Economic Capital - A practitioner's guide introduces a new shortfall based approach for calculating Economic Capital that does not rely on copulas for aggregating business line results. The 90 page book addresses the following themes The limitations of regulatory capitalThe underlying methodology of current economic capital models used by bank regulatorsThe criteria for a new shortfall based economic capital model including the appeal of using accounting dataThe alternative model process and expected output from the proposed new economic capital modelConnecting expected loss, unexpected loss, probability of default, loss given default and exposure at defaultA detailed case study using publicly available financial data from Goldman Sachs, JP Morgan Chase, Wells Fargo Bank, Barclays Bank and Citibank.

Technological Revolutions and Financial Capital

Technological Revolutions and Financial Capital
The Dynamics of Bubbles and Golden Ages

by Carlota Perez

  • Publisher : Edward Elgar Publishing
  • Release : 2003
  • Pages : 198
  • ISBN : 9781843763314
  • Language : En, Es, Fr & De
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This work traces the long-term historical relationship between technical change and the behaviour of financial markets. Based on Schumpeter's theories of the clustering of innovations and with illustrations from the past two centuries, it explains why each technological revolution gives rise to a paradigm shift and a "New Economy" and how these "opportunity explosions", focused on specific industries, also lead to the recurrence of financial bubbles and crises. By analyzing the changing relationship between finance capital and production capital during the emergence, diffusion and assimilation of new technologies throughout the global economic system, this book sheds light on some of the puzzling economic phenomena of our times.

The Cambridge Economic History of Europe: The industrial economies: capital, labour, and enterprise, edited by P. Mathias & M.M. Postan. pt. 1. Britain, France, Germany, and Scandinavia. pt. 2. The United States, Japan, and Russia

The Cambridge Economic History of Europe: The industrial economies: capital, labour, and enterprise, edited by P. Mathias & M.M. Postan. pt. 1. Britain, France, Germany, and Scandinavia. pt. 2. The United States, Japan, and Russia
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1966
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Optimal Economic Capital Allocation in Banking on the Basis of Decision Rights

Optimal Economic Capital Allocation in Banking on the Basis of Decision Rights
A Book

by Jan Müller

  • Publisher : Unknown Publisher
  • Release : 2015
  • Pages : 216
  • ISBN : 9783896737076
  • Language : En, Es, Fr & De
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Accounting for the Demand for Financial Capital and Risk-taking in Bank Cost Functions

Accounting for the Demand for Financial Capital and Risk-taking in Bank Cost Functions
A Book

by Joseph P. Hughes,Loretta Jean Mester

  • Publisher : Unknown Publisher
  • Release : 1993
  • Pages : 42
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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The Productivity of Financial Capital in China's Economic Reform

The Productivity of Financial Capital in China's Economic Reform
A Simple Regression Analysis

by Kui Wai Li

  • Publisher : Unknown Publisher
  • Release : 1996
  • Pages : 15
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Firm-wide Stress Testing and Economic Capital

Firm-wide Stress Testing and Economic Capital
A Book

by Ahraz Sheikh

  • Publisher : Unknown Publisher
  • Release : 2018
  • Pages : 602
  • ISBN : 9781782722021
  • Language : En, Es, Fr & De
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Industy-wide requirements for stress testing have spurred risk managers to think hard about how macroeconomic variables impact bank risk profiles. Now some risk managers are wondering how marcroeconomic developments can inform their economic capital modelling as well. This shows how to build a framework that will close the gap between stress testing and economic capital modelling. Risk personnel will undertake their modelling work in a unified, coherent way and take on board the joint probablilities of outcomes, as well as the wav varialbles are likely to evolve over long forecast horizons. It analyses how best to encourage more consistent modelling, antd the balance sheet projection methodology allows for the integration of liquidity risk.

Disclosure of Economic Capital

Disclosure of Economic Capital
A Book

by Jeffrey Samuel

  • Publisher : Unknown Publisher
  • Release : 2008
  • Pages : 12
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Sector Concentration in Loan Portfolios and Economic Capital

Sector Concentration in Loan Portfolios and Economic Capital
A Book

by Klaus Düllmann,Nancy Masschelein

  • Publisher : Unknown Publisher
  • Release : 2006
  • Pages : 48
  • ISBN : 9783865582164
  • Language : En, Es, Fr & De
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Effective Capital Management

Effective Capital Management
Economic Capital as an Industry Standard?

by PricewaterhouseCoopers LLP.,Economist Intelligence Unit (Great Britain)

  • Publisher : Unknown Publisher
  • Release : 2005
  • Pages : 26
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Economic Capital Allocation in Retail Banks

Economic Capital Allocation in Retail Banks
Building Up a Bank Wide Economic Capital Allocation Model for Risk Adjusted Performance Measurement - Fundamentals, Concepts, Methods

by Bernhard Drobesch

  • Publisher : Unknown Publisher
  • Release : 2009-10
  • Pages : 112
  • ISBN : 9783639207224
  • Language : En, Es, Fr & De
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