1
-
1
of
1
results (0.36 seconds)
Sort By:
-
Economic Capital Correlation Matrices and Other Techniques - A Survey and Discussion
Economic ... aggregation within a risk category. The primary methods used to aggregate risk include integrated ... See Question 1 in Appendix B Figure 2. Primary Economic Capital Methodology Fair Value 70% ...- Authors: Christopher Olechowski, Matthew Clark
- Date: Sep 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Economic capital