Economic Capital: A Practitioner Guide - Hardcover

Dev, Ashish

Hardcover

ISBN 10: 1904339360 ISBN 13: 9781904339366

Publisher: Risk Books, 2004

Synopsis

Aims to help the reader better analyse and evaluate economic capital in order to implement more effective risk management strategies within their business.

About this title

Review

"The book should be required reading for anyone who is in a decision-making position at financial institutions... Economic Capital A Practitioner Guide is destined to be the gold standard reference book in this arena. I highly and unreservedly recommend it." John Mingo, Managing Director, Mingo & Co., Formerly, Senior Advisor, Board of Governors, Federal Reserve System "The methodologies for developing and implementing economic capital will be further improved over time, making Economic Capital a standard tool for risk and capital management." Hubert Mueller, Principal, Towers Perrin

About the Author

Ashish Dev is executive vice president of risk management, at KeyCorp. He is group head of Enterprise Risk Management, which includes economic capital allocations, Basel II coordination, data warehousing, credit underwriting models, strategic analytics and credit portfolio management along with operational risk. As a member of all the three high-level risk committees of KeyCorp viz. ALCO, CREDCO and ORCO, he is involved in decision making in all areas of risk in the bank. Ashish has been the prime mover in establishing enterprise-wide risk-adjusted product pricing and performance measurement and in creating a new credit portfolio management function in the bank. Prior to joining KeyCorp, Ashish was head of quantitative research and analysis in Bank One. Ashish has a PhD in economics and holds the CFA professional designation.

Edition details

• Publisher: Risk Books
• Publication date: 2004
• Language: English
• ISBN 10: 1904339360
• ISBN 13: 9781904339366
• Binding: Hardcover
• Number of pages: 332