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  • Economic Capital Correlation Matrices and Other Techniques - A Survey and Discussion
    Economic Capital Correlation Matrices and Other Techniques - A Survey and Discussion In recent ... Due to the diversity of products in an organization’s portfolio, its overall risk profile is comprised ...

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    • Authors: Christopher Olechowski, Matthew Clark
    • Date: Sep 2008
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Economic capital