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Arbitrage-Free Perspective On Economic Capital Calibration
Arbitrage-Free Perspective On Economic Capital Calibration The selection of the economic capital calculation ... approach becomes more of a modeling decision. Now let us pause here and think about the arbitrage-free assumption ...- Date: Mar 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
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ECONOMIC CAPITAL. AN ALTERNATE COPULA FREE APPROACH.
A banking case study is used to showcase how the model can be deployed using publicly available accounting ... Economic capital;Capital management;Allocation of capital 6442465872 2/15/2016 12:00:00 AM ...- Authors: Jawwad Farid
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Economic capital
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ECONOMIC CAPITAL. AN ALTERNATE COPULA FREE APPROACH.
A banking case study is used to showcase how the model can be deployed using publicly available accounting ... Economic capital;Capital management;Allocation of capital 6442465871 2/15/2016 12:00:00 AM ...- Authors: Jawwad Farid
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Economic capital