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Economic Capital - A Practioner's Guide


Economic Capital - A Practioner's Guide 00130
The course looks at a new shortfall-based economic capital model and its difference from the parameter extension logic of current internal capital models in use today. Next, existing economic capital models recommended and used by bank regulators are reviewed. 3 versions of the new shortfall economic capital model are illustrated using a case study approach that utilizes publicly available accounting data from five banks.
$59.77 In stock
Course Type:PDF download
Files Included:1 PDF
No. of pages:92
Distributions Unexpected Loss EC Trends Turns of protection