Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates

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B. Porteous 作者
Palgrave Macmillan
譯者
2005-12-19 出版日期
325 頁數
USD 335.00 價格
Hardcover
叢書系列
9781403936080 圖書編碼

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Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024



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Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates 在線電子書 著者簡介


Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates 在線電子書 著者簡介


Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates 在線電子書 圖書描述

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 firms economic capital requirements. A unique feature of the book is that, for the first time, the economic capital requirements of financial services firms across the entire risk spectrum, from the short end to the long end, are considered in one book. The authors develop models to estimate the economic capital requirements of banks, asset management firms, life and non-life insurance firms, pension funds, and the financial services conglomerates that comprise these firms. Economic capital is compared to regulatory capital and regulatory capital arbitrage is discussed. The diversification benefit present in financial services conglomerates is quantified and the practical management of this diversification benefit is dealt with. The authors give new insights into capital management and performance measurement for financial services conglomerates and provide detailed descriptions of the main financial services firm regulatory capital changes that are ongoing at the time of writing. This superb and original book charts new ground in the practical application of economic capital for financial services firms and conglomerates. It is required reading for all capital allocation and risk professionals.

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