Gently used. Expect delivery in 2-3 weeks. Bookseller Inventory #
Synopsis: With the Basel II and Solvency II framework in place, all types of financial intermediaries are preparing to implement economic capital measurement at some level of granularity.
This new addition to the Risk Books Introductory Series identifies the basic building blocks for economic capital measurement. It familiarises and trains a newcomer to the economic capital building blocks, computation approaches and taxonomy, risk measures, risk aggregation, distribution, correlation and dependency structures, risk mitigation, simulation and basic modelling techniques necessary for an institution to invent their own techniques and parameters for modelling economic capital for various types of risks.
The primer format will enable new entrants to quickly grasp the fundamental concepts, and covers:
About the Author: Mohan Bhatia MS, FRM is Managing Principal heading Risk, Performance and Compliance Practice at Oracle Financial Services Consulting spearheading consulting for Basel II, Solvency II, Risk quantification and Compliance for BFSI. Mohan has provided consulting to tens of institutions in Americas, Europe, Middle East, Africa and Asia Pacific enabling them to measure and manage risk, performance and compliance. Mohan is co-editor of Journal of Risk Model Validation.
Title: An Introduction to Economic Capital
Publisher: Risk Books
Publication Date: 2009
Book Condition: very good
Book Description Paperback. Book Condition: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Bookseller Inventory # GOR007105889
Book Description Risk Books, 2009. Paperback. Book Condition: New. book. Bookseller Inventory # M190634809X
Book Description Risk Books, 2008. Paperback. Book Condition: Brand New. 400 pages. 9.06x6.14x1.10 inches. In Stock. Bookseller Inventory # 190634809X
Book Description Risk Books, 2009. Paperback. Book Condition: Good. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. Buy with confidence, excellent customer service!. Bookseller Inventory # 190634809X