Economic Capital Modelling

All aspects of economic capital for financial conglomerates are incorporated. Moreover, this book is set apart from any other in its field because it provides you with a balanced overview from the perspective of both risk managers within institutions and supervisors.

Practitioners, risk managers, policymakers and academics are brought together with their insights combined into a single volume. As the practitioners' view is not that of a single institution, consultant or vendor you are able to reflect on the combined insights of a number of institutions that have cutting edge economic capital frameworks.

Economic Capital Modelling...

• Provides information for institutions to implement economic capital models and lead you to improved risk management and more accurate pricing.
• Discusses the requirements for an economic capital model on a more theoretical level.
• Shows you what a feasible implementation target is and which difficulties might be encountered by examining the current state of implementation of economic capital methodology at large mixed financial conglomerates.

This book is recommended for practitioners, supervisors in both the industry and supervisory communities and academics. It gives you an important update on industry best practice in a rapidly developing field and offers you a comprehensive and impartial overview from all viewpoints.