Economic Capital
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Economic Capital
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Author : Ashish Dev
language : en
Publisher:
Release Date : 2004
Economic Capital written by Ashish Dev and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Business & Economics categories.
This 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. [Resumen de editor]
Economic Capital
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Author : Pieter Klaassen
language : en
Publisher: Elsevier
Release Date : 2009-05-28
Economic Capital written by Pieter Klaassen and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-05-28 with Business & Economics categories.
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
Economic Capital And Financial Risk Management For Financial Services Firms And Conglomerates
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Author : B. Porteous
language : en
Publisher: Springer
Release Date : 2005-12-19
Economic Capital And Financial Risk Management For Financial Services Firms And Conglomerates written by B. Porteous and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-19 with Business & Economics categories.
The authors present a comprehensive and timely discussion of economic capital and financial risk management for financial services firms and conglomerates. Topics covered include: the different types of risks that firms collect; risk governance issues; how stress testing can be used to measure risk; the provision of a clear and precise definition of economic capital; the different types of capital that are eligible to back regulatory capital, and; the development of models that can be used to estimate a firm's economic capital requirements. A unique feature of the book is that, for the first time, the economic capital requirements of financial services firms across the entire risk spectrum, from the short end to the long end, are considered in one book. The authors develop models to estimate the economic capital requirements of banks, asset management firms, life and non-life insurance firms, pension funds, and the financial services conglomerates that comprise these firms. Economic capital is compared to regulatory capital and regulatory capital arbitrage is discussed. The diversification benefit present in financial services conglomerates is quantified and the practical management of this diversification benefit is dealt with. The authors give new insights into capital management and performance measurement for financial services conglomerates and provide detailed descriptions of the main financial services firm regulatory capital changes that are ongoing at the time of writing. This superb and original book charts new ground in the practical application of economic capital for financial services firms and conglomerates. It is required reading for all capital allocation and risk professionals.
An Introduction To Economic Capital
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Author : Mohan Bhatia
language : en
Publisher:
Release Date : 2009
An Introduction To Economic Capital written by Mohan Bhatia and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Business & Economics categories.
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.
Economic Capital A Practitioner S Guide
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Author : Jawwad Ahmed Farid
language : en
Publisher: Alchemy Technologies
Release Date : 2014-12-15
Economic Capital A Practitioner S Guide written by Jawwad Ahmed Farid and has been published by Alchemy Technologies this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-12-15 with Business & Economics categories.
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.
Managing Portfolio Credit Risk In Banks An Indian Perspective
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Author : Arindam Bandyopadhyay
language : en
Publisher: Cambridge University Press
Release Date : 2016-05-09
Managing Portfolio Credit Risk In Banks An Indian Perspective written by Arindam Bandyopadhyay and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-09 with Business & Economics categories.
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
International Convergence Of Capital Measurement And Capital Standards
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Author :
language : en
Publisher: Lulu.com
Release Date : 2004
International Convergence Of Capital Measurement And Capital Standards written by and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bank capital categories.
Economic Capital A Clear And Concise Reference
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Author : Gerardus Blokdyk
language : en
Publisher:
Release Date : 2018
Economic Capital A Clear And Concise Reference written by Gerardus Blokdyk and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with Electronic books categories.
Economic capital A Clear and Concise Reference.
An Economic Capital Model Integrating Credit And Interest Rate Risk In The Banking Book
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Author :
language : en
Publisher:
Release Date : 2010
An Economic Capital Model Integrating Credit And Interest Rate Risk In The Banking Book written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Financial Capital In The 21st Century
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Author : Achim Szepanski
language : en
Publisher: Springer Nature
Release Date : 2022-02-02
Financial Capital In The 21st Century written by Achim Szepanski and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-02 with Business & Economics categories.
The book’s central theme is to develop a new theory of speculative capital related to other forms of capital, the world market, and the state. Unlike most Marxist and heterodox theories, the book distinguishes credit and fictitious capital from speculative capital to show its hegemony today in the capital markets. Speculative capital structures and also controls the so-called “real capital.” The method is Marxist while also incorporating material from contemporary Marxist and heterodox authors like John Milios, Robert Meister, Tony Norfeld, Li Puma, Harald Strauß, Michael Heinrich, Suhail Malik, Bichler/Nitzan and Ellie Ayache. Offering a comprehensive study of the logic and mode of existence of capital in the 21st century, the book will be of interest to academics and students of monetary and financial economics alongside political economy.
