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2007 Enterprise Risk Management Symposium: The Relationship between Risk Capital and Required Returns in Financial Institutions - Some Preliminary Results
capital regulations) in the context of a simple dynamic model of banking risks.14 Our paper is organised ... assumptions of the Gaussian copula. 18 • A dynamic model of capital structure and investment decisions ...- 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