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Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates
Porteous, Bruce; Tapadar, Pradip
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Description for Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates
Hardback. Series: Finance and Capital Markets Series. Num Pages: 346 pages, biography. BIC Classification: KC; KFF. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College); (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 229 x 152 x 23. Weight in Grams: 681.
The authors present a comprehensive and timely discussion of economic capital and financial risk management for financial services firms and conglomerates. Topics covered include: the different types of risks that firms collect; risk governance issues; how stress testing can be used to measure risk; the provision of a clear and precise definition of economic capital; the different types of capital that are eligible to back regulatory capital, and; the development of models that can be used to estimate a firm's economic capital requirements. A unique feature of the book is that, for the first time, the economic capital requirements of ... Read more
The authors present a comprehensive and timely discussion of economic capital and financial risk management for financial services firms and conglomerates. Topics covered include: the different types of risks that firms collect; risk governance issues; how stress testing can be used to measure risk; the provision of a clear and precise definition of economic capital; the different types of capital that are eligible to back regulatory capital, and; the development of models that can be used to estimate a firm's economic capital requirements. A unique feature of the book is that, for the first time, the economic capital requirements of ... Read more
Product Details
Format
Hardback
Publication date
2005
Publisher
Palgrave USA United States
Number of pages
346
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
325
Place of Publication
Gordonsville, United States
ISBN
9781403936080
SKU
V9781403936080
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Porteous, Bruce; Tapadar, Pradip
BRUCE PORTEOUS is currently Head of Financial Risk with Standard Life Bank in Edinburgh, Scotland. He has a degree in Mathematical Statistics from Edinburgh University, Scotland, and postgraduate degrees, including a PhD, in Mathematical Statistics from Cambridge University, England. He is a Fellow of the Faculty of Actuaries in Scotland and a Fellow of the Actuarial Society of India. His ... Read more
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