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2007 Enterprise Risk Management Symposium: The Relationship between Risk Capital and Required Returns in Financial Institutions - Some Preliminary Results
practitioner views see Dav (ed) (2006). 2Matten (2000, pp 146-166) describes RAROC and alongside several ... discussed for example in Berger et. al. (1995). Gordy (2000) provides an overview of models of risk capital ...- Authors: Alistair Milne, Mario Onorato
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM