Items related to An Introduction to Economic Capital
Synopsis
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 objectives; credit risk; insurance risk; market risk; operational risk; liquidity risk; and, correlations and approximations. It is recommended 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.
"synopsis" may belong to another edition of this title.
About the Author
Mohan Bhatia MS, FRM is Managing Principal heading Risk, Performance and Compliance Practice at Oracle Financial Services Consulting spearheading consulting for Basel II, Solvency II, Risk quantification and Compliance for BFSI. Mohan has provided consulting to tens of institutions in Americas, Europe, Middle East, Africa and Asia Pacific enabling them to measure and manage risk, performance and compliance. Mohan is co-editor of Journal of Risk Model Validation.
"About this title" may belong to another edition of this title.
Search results for An Introduction to Economic Capital
Stock Image
An Introduction to Economic Capital
Seller: AwesomeBooks, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
paperback. Condition: Very Good. An Introduction to Economic Capital This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Seller Inventory # 7719-9781906348090
Buy Used
£ 67.25
£ 4.12 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 2 available
Stock Image
An Introduction to Economic Capital
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 400 pages. 9.06x6.14x1.10 inches. In Stock. Seller Inventory # zk190634809X
Buy New
£ 103.58
£ 12.50 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
An Introduction to Economic Capital
Seller: BooksRun, Philadelphia, PA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Seller Inventory # 190634809X-11-1
Stock Image
An Introduction to Economic Capital
Seller: Bahamut Media, Reading, United Kingdom
Seller rating 4 out of 5 stars
paperback. Condition: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee. Seller Inventory # 6545-9781906348090
Buy Used
£ 130.33
£ 6.98 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available