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Daily Archives: January 22, 2011

RequiredCapital-EC

ICAAP Strategic Risk – Estimating ICAAP Capital reserve for Strategic Risk

Why is modeling strategic risk for ICAAP so difficult? Perhaps one reason is that unlike Value at Risk (VaR) or Credit Risk, there is no agreed upon, accepted, unified framework or tool to measure, report or track the capital required to recover from a strategic misstep. What further complicates the capital estimation exercise is the fact that strategic initiatives and resulting challenges at each bank are different

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