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Viac informácií o knihe Modelling Economic Capital

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 314 bodov

Anotácia knihy

How might one determine if a financial institution is taking risk in a balanced and productive manner? A powerful tool to address this question is economic capital, which is a model-based measure of the amount of equity that an entity must hold to satisfactorily offset its risk-generating activities. This book, with a particular focus on the credit-risk dimension, pragmatically explores real-world economic-capital methodologies and applications. It begins with the thorny practical issues surrounding the construction of an (industrial-strength) credit-risk economic-capital model, defensibly determining its parameters, and ensuring its efficient implementation. It then broadens its gaze to examine various critical applications and extensions of economic capital; these include loan pricing, the computation of loan impairments, and stress testing. Along the way, typically working from first principles, various possible modelling choices and related concepts are examined. The end result is a useful reference for students and practitioners wishing to learn more about a centrally important financial-management device.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Business & management Management & management techniques

• Celý názov: Modelling Economic Capital
• Podnázov: Practical Credit-Risk Methodologies, Applications, and Implementation Details
• Autor: David Jamieson Bolder
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 823
• EAN: 9783030950989
• ID: 43224972
• Nakladateľ: Springer, Berlin
• Rozmery: 235 × 155 mm
• Dátum vydania: 21. May 2023

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