Economic capital and financial risk mangement for financial services firms and conglomerates
- ISBN: 9781403936080
- Editorial: Palgrave MacMillan
- Fecha de la edición: 2006
- Lugar de la edición: Hampshire. Reino Unido
- Encuadernación: Cartoné
- Medidas: 25 cm
- Nº Pág.: 321
- Idiomas: Inglés
Papel: Cartoné
203,29 €
Sin Stock. Disponible en 5/6 semanas.
The authors present a comprehensive discussion of economic capital for financial services firms including: definition and theory of Economic Capital, discussion of the types of risks that firms collect, regulatory change, stress testing and stochastic approaches, banking theory and applications, insurance theory and applications, asset management theory and applications, comparison of banking/insurance/asset management approaches, conglomerate theory and applications. The book charts new ground in the practical application of economic capital for financial services and is vital reading for all capital allocation and risk professionals.
