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  • ECONOMIC CAPITAL. AN ALTERNATE COPULA FREE APPROACH.
    Page 29 of 50 a. Issues With Method One The primary issue with our Method One for economic capital ... enough data points for Wells Fargo. And if we care to calculate the same numbers at a 20 percent threshold ...

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    • Authors: Jawwad Farid
    • Date: Feb 2016
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Finance & Investments>Economic capital