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2007 Enterprise Risk Management Symposium: The Relationship between Risk Capital and Required Returns in Financial Institutions - Some Preliminary Results
the market pricing of risks. It also suggests that care is required in the application of the ‘use test’ ... normally expect to see financial institutions take direct account of either risk capital or regulatory 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