Economic Capital : A Practitioner Guide - Dev, Ashish

Economic Capital : A Practitioner Guide

Ashish Dev

Yayınevi: Risk Books

Yayın tarihi: 09/2004

ISBN: 9781904339366

İngilizce | 332 Sayfa |

Tür: Ekonomi

  • Temin Süresi 65 - 45 iş günü

  • ÜYE GİRİŞİ YAPIN

    temin süresi ve fiyatını size bildirelim

  • ÜYE GİRİŞİ YAPIN

    stoklarımıza girdiğinde bilgilendirelim

Table of Contents

Introduction
Ashish Dev (KeyCorp)
Section 1: ECONOMIC CAPITAL: CONCEPTS AND APPLICATIONS
1. Background on Economic Capital
John Walter (Bank of America)
2. Volatility and Capital: Measures of Risk
Gary Wilhite (Wachovia)
3. Conceptual Framework for Economic Capital Models and Required Inputs
Michel Araten (JPMorgan Chase)
4. Recovery Risk and Economic Capital
Jon Frye (Federal Reserve Bank of Chicago)
5. The Significance of Economic Capital to Financial Institutions
Vandana Rao (Indiana University East)
Section 2: ECONOMIC CAPITAL FOR SPECIFIC RISKS
6. Economic Capital for Retail Credit Card Portfolios
Geoff Rubin (Capital One)
7. Economic Capital for Counterparty Credit Risk
Evan Picoult
David Lamb (Citigroup, Morgan Stanley)
8. Economic Capital for Securitisations
Michael Pykhtin (KeyCorp)
9. Economic Capital for Market Risk
David R. Koenig (PRMIA)
10. Measuring and Calculating Economic Operational Risk Capital
Anthony Peccia (RCM Risk Management)
Section 3: ECONOMIC CAPITAL METHODOLOGIES: MATHEMATICAL TREATMENT
11. A Fundamental Look at Economic Capital and Risk-Based Profitability Measures
Sebastian Fritz, Michael Kalkbrener and Wilfried Paus (Deutsche Bank AG)
12. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
Michael B. Gordy (Board of Governors of the Division of Research and Statistics and Federal Reserve System)
13. Allocating Portfolio Economic Capital to Sub-Portfolios
Dirk Tasche (Deutche Bundesbank)
14. Spectral Capital Allocation
Ludger Overbeck (University of Giessen)
15. Evaluating Design Choices in Economic Capital Modelling: A Loss Function Approach
Nick Keifer
Eric Larson (Cornell University
Office of the Controller of the Currency)

İlgili Ürünler

Bu Türde Çok Satanlar

Kredi Kartına Taksit İmkanı
  • 3 Taksit

  • 3 Taksit

  • 3 Taksit

  • 6 Taksit

©1996-2018 Pandora Yayın ve Kitap Hizmetleri A.Ş.

Mersis No: 0721-0430-4310-0015

Tasarım : Logo Site Tasarımı