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Tag Archives: Economic Capital

Attributes of Economic Capital Model

Economic Capital for banking industry

Economic Capital – Everything you ever wanted to know but were afraid to ask. For the last seventeen years I have hated conversations with board members around economic capital. It is perfectly acceptable to discuss Market risk, Credit risk or interest rates mismatch in isolation

Economic Capital - Case Study using Goldman, JP, Wells & Citi datasets

Calculating Economic Capital – A Case Study

Method One Our alternate model for calculating Economic Capital comes in a multiple variation. We do a detailed presentation for method one, followed by smaller posts on each variation. Method one use changes in Shareholders equity as reported in publicly disclosed financial statements to build

Economic Capital - Case Study using Goldman, JP, Wells & Citi datasets

Economic Capital Case Study – Introductions

Economic Capital Case Study – Banking Sector The best way to illustrate our shortfall economic capital model is to walk through an extended case study.  Here is our plan. Let’s take a look at five financial institutions. Goldman Sachs, Citibank, JP Morgan Chase, Wells Fargo

Attributes of Economic Capital Model

Using Economic Capital – An alternate model

Economic Capital – a first look Among the many uses of capital one overlooked use is its ability to send signals to regulators, customers and partners.   Models and their usage give an indication of the sophistication and maturity of an organization. Using economic capital models