Economic Capital Modelling PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Economic Capital Modelling PDF full book. Access full book title Economic Capital Modelling by Iman van Lelyveld. Download full books in PDF and EPUB format.
Author: Iman van Lelyveld
Publisher: Bloomberg Press
ISBN: 9781904339397
Category : Business & Economics
Languages : en
Pages : 202
Get Book Here
Book Description
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.
Author: Iman van Lelyveld
Publisher: Bloomberg Press
ISBN: 9781904339397
Category : Business & Economics
Languages : en
Pages : 202
Get Book Here
Book Description
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.
Author: Pieter Klaassen
Publisher: Elsevier
ISBN: 0080956807
Category : Business & Economics
Languages : en
Pages : 302
Get Book Here
Book Description
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
Author: Mohan Bhatia
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 334
Get Book Here
Book Description
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.
Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294
Get Book Here
Book Description
Author: S. Scandizzo
Publisher: Springer
ISBN: 1137436964
Category : Business & Economics
Languages : en
Pages : 242
Get Book Here
Book Description
This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.
Author: David Jamieson Bolder
Publisher: Springer Nature
ISBN: 3030950964
Category : Business & Economics
Languages : en
Pages : 841
Get Book Here
Book Description
How might one determine if a financial institution is taking risk in a balanced and productive manner? A powerful tool to address this question is economic capital, which is a model-based measure of the amount of equity that an entity must hold to satisfactorily offset its risk-generating activities. This book, with a particular focus on the credit-risk dimension, pragmatically explores real-world economic-capital methodologies and applications. It begins with the thorny practical issues surrounding the construction of an (industrial-strength) credit-risk economic-capital model, defensibly determining its parameters, and ensuring its efficient implementation. It then broadens its gaze to examine various critical applications and extensions of economic capital; these include loan pricing, the computation of loan impairments, and stress testing. Along the way, typically working from first principles, various possible modelling choices and related concepts are examined. The end result is a useful reference for students and practitioners wishing to learn more about a centrally important financial-management device.
Author: Arindam Bandyopadhyay
Publisher: Cambridge University Press
ISBN: 110714647X
Category : Business & Economics
Languages : en
Pages : 390
Get Book Here
Book Description
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
Author: D C Hagued
Publisher: Springer
ISBN: 1349084522
Category : Business & Economics
Languages : en
Pages : 419
Get Book Here
Book Description
Author: Andreas Savvides
Publisher: Stanford University Press
ISBN: 0804769761
Category : Business & Economics
Languages : en
Pages : 336
Get Book Here
Book Description
This book provides an in-depth investigation of the link between human capital and economic growth. The authors take an innovative approach, examining the determinants of economic growth through a historical overview of the concept of human capital. The text fosters a deep understanding of the connection between human capital and economic growth through the exploration of different theoretical approaches, a review of the literature, and the application of nonlinear estimation techniques to a comprehensive data set. The authors discuss nonparametric econometric techniques and their application to estimating nonlinearities—which has emerged as one of the most salient features of empirical work in modeling the human capital-growth relationship, and the process of economic growth in general. By delving into the topic from theoretical and empirical standpoints, this book offers an insightful new view that will be extremely useful for scholars, students, and policy makers.
Author: Wander Jager
Publisher: Springer
ISBN: 3319472534
Category : Technology & Engineering
Languages : en
Pages : 461
Get Book Here
Book Description
This book highlights recent developments in the field, presented at the Social Simulation 2015 conference in Groningen, The Netherlands. It covers advances both in applications and methods of social simulation. Societal issues addressed range across complexities in economic systems, opinion dynamics and civil violence, changing mobility patterns, different land-use, transition in the energy system, food production and consumption, ecosystem management and historical processes. Methodological developments cover how to use empirical data in validating models in general, formalization of behavioral theory in agent behavior, construction of artificial populations for experimentation, replication of models, and agent-based models that can be run in a web browser. Social simulation is a rapidly evolving field. Social scientists are increasingly interested in social simulation as a tool to tackle the complex non-linear dynamics of society. Furthermore, the software and hardware tools available for social simulation are becoming more and more powerful. This book is an important source for readers interested in the newest developments in the ways in which the simulation of social interaction contributes to our understanding and managing of complex social phenomena.
