Cardinal

AN INTRODUCTION TO ECONOMIC CAPITAL By Mohan Bhatia

Description: With the Basel II and Solvency II framework in place, all types of financial intermediaries are preparing to implement economic capital measurement at some level of granularity.This new addition to the Risk Books Introductory Series identifies the basic building blocks for economic capital measurement. It familiarises and trains a newcomer to the economic capital building blocks, computation approaches and taxonomy, risk measures, risk aggregation, distribution, correlation and dependency structures, risk mitigation, 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.The primer format will enable new entrants to quickly grasp the fundamental concepts, and covers:Economic capital: the purpose and objectivesCredit riskInsurance riskMarket riskOperational riskLiquidity riskCorrelations and approximationsRecommended for risk managers, compliance officers, information technology planners and implementers, front and middle office personnel and students of Financial Engineering and Financial Risk Management courses.

Price: 29.99 USD

Location: New York, New York

End Time: 2024-12-13T23:52:44.000Z

Shipping Cost: 10.99 USD

Product Images

AN INTRODUCTION TO ECONOMIC CAPITAL By Mohan Bhatia

Item Specifics

All returns accepted: ReturnsNotAccepted

Book Title: An Introduction to Economic Capital

Item Length: 9.3in.

Item Width: 6.1in.

Author: Mohan Bhatia

Publication Name: Introduction to Economic Capital

Format: Hardcover

Language: English

Publisher: Risk Books

Publication Year: 2008

Type: Textbook

Number of Pages: 250 Pages

Recommended

Microbiology : An Introduction Berdell, Case, Christine, Tortora,
Microbiology : An Introduction Berdell, Case, Christine, Tortora,

$8.02

View Details
An Introduction to the Devout Life (Tan Classics) - Paperback - GOOD
An Introduction to the Devout Life (Tan Classics) - Paperback - GOOD

$5.83

View Details
An Introduction to Buddhism: Teachings, History and Practices (Introducti - GOOD
An Introduction to Buddhism: Teachings, History and Practices (Introducti - GOOD

$4.18

View Details
The Cultural Landscape: An Introduction to Human Geograph - VERY GOOD
The Cultural Landscape: An Introduction to Human Geograph - VERY GOOD

$9.25

View Details
Designing for People: an Introduction to Human Factors Engineering by...
Designing for People: an Introduction to Human Factors Engineering by...

$32.26

View Details
Religion and Culture: An Introduction to Anthropology of Religion - GOOD
Religion and Culture: An Introduction to Anthropology of Religion - GOOD

$3.99

View Details
An Introduction to Error Analysis : The Study of Uncertainties in
An Introduction to Error Analysis : The Study of Uncertainties in

$8.46

View Details
An Introduction to the History of Psychology (with Infotrac) [With Infotrac]
An Introduction to the History of Psychology (with Infotrac) [With Infotrac]

$5.94

View Details
An Introduction to Error Analysis: The Study of Uncertainties in Physical - GOOD
An Introduction to Error Analysis: The Study of Uncertainties in Physical - GOOD

$7.99

View Details
An Introduction to the Event-Related Potential Technique, second edition (Mit Pr
An Introduction to the Event-Related Potential Technique, second edition (Mit Pr

$13.92

View Details