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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

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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

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