Economic Capital Modelling
| Author | : Iman van Lelyveld |
| Publisher | : Bloomberg Press |
| Total Pages | : 202 |
| Release | : 2006-01-01 |
| 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.
