Financial business is exposed to many types of risks due to the nature of business. To guard against the risk, financial institutions must hold capital in proportion to the potential risk. Market risk economic capital is intended to capture the value change due to changes in market risk factors. It is an internal capital reserve to cover unexpected loss due to market movement.https://ia803108.us.archive.org/21/items/alex_MrEc/mrEc-11.pd
Financial services firms are in the business of accepting risks on behalf of their customers. To pro...
ABSTRACT Capital allocation for credit portfolios has two meanings. First, at portfolio level it mea...
Purpose: Basel III regulations require banks to protect themselves against strategic risk. This pape...
Financial business is exposed to many types of risks due to the nature of business. To guard against...
Economic capital is an estimate of capital needed by a financial organization to manage their own ri...
With the advent of new risk-based regulations for financial services firms, specifically Basel 2 for...
The latest global financial crisis has highlighted the need for financial services firms to adopt co...
We present a theory of risk capital and of how tax and other costs of risk capital should be allocat...
Economic Capital consists of an internally defined amount of capital that is necessary to over- come...
Economic capital models have recently come into vogue as a tool to measure risk and return on a firm...
MBA, North-West University, Potchefstroom Campus, 2016Enterprise risk management is a method for man...
The new Basel Capital Accord will result in more risk sensitive regulatory capital for banks. Likewi...
In this paper, we consider the risk capital framework adopted by financial institutions. Specificall...
Economic capital models are potentially powerful tools for enterprise risk manage-ment (ERM), and fo...
The financial risks have appeared since the beginnings of trade relations. While the step up where ...
Financial services firms are in the business of accepting risks on behalf of their customers. To pro...
ABSTRACT Capital allocation for credit portfolios has two meanings. First, at portfolio level it mea...
Purpose: Basel III regulations require banks to protect themselves against strategic risk. This pape...
Financial business is exposed to many types of risks due to the nature of business. To guard against...
Economic capital is an estimate of capital needed by a financial organization to manage their own ri...
With the advent of new risk-based regulations for financial services firms, specifically Basel 2 for...
The latest global financial crisis has highlighted the need for financial services firms to adopt co...
We present a theory of risk capital and of how tax and other costs of risk capital should be allocat...
Economic Capital consists of an internally defined amount of capital that is necessary to over- come...
Economic capital models have recently come into vogue as a tool to measure risk and return on a firm...
MBA, North-West University, Potchefstroom Campus, 2016Enterprise risk management is a method for man...
The new Basel Capital Accord will result in more risk sensitive regulatory capital for banks. Likewi...
In this paper, we consider the risk capital framework adopted by financial institutions. Specificall...
Economic capital models are potentially powerful tools for enterprise risk manage-ment (ERM), and fo...
The financial risks have appeared since the beginnings of trade relations. While the step up where ...
Financial services firms are in the business of accepting risks on behalf of their customers. To pro...
ABSTRACT Capital allocation for credit portfolios has two meanings. First, at portfolio level it mea...
Purpose: Basel III regulations require banks to protect themselves against strategic risk. This pape...
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