An Introduction to Economic Capital

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Risk Books, 2009 - Capital - 316 pages
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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.

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Contents

Economic Capital
1
Credit Risk
47
Insurance Risk
103
Copyright

4 other sections not shown

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