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Measurement of Risk, Solvency Requirements and Allocation of Capital Within Financial Conglomerates
Measurement ... >-+=> qq qqqq xXqx xXxXxxXX Overbeck (2000) also discusses VaR and TailVaR as risk measures ... qx which defines the “bad times” of Overbeck (2000). 3. Allocation of Capital Consider now the ...- Authors: Harry H Panjer
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM