Economic Capital Modelling: Concepts, Measurement and Implementation

By Iman Van Lelyveld

Provides information for institutions to implement economic capital models and lead you to improved risk management and more accurate pricing. This book discusses the requirements for an economic capital model on a more theoretical level. It is suitable for practitioners, supervisors in both the industry and supervisory communities and academics.

• Format: Hardcover
• Language: English
• ISBN: 1904339395
• ISBN13: 9781904339397
• Release Date: May 2006
• Publisher: Bloomberg Press
• Length: 202 Pages
• Dimensions: 9.6" x 6.5"