Modelling economic capital: practical credit-risk methodologies, applications, and implementation details
Auteur :
Bolder, David Jamieson
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030950958
Date de publication :
7 mai 2022
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
How might one determine if a financial institution is taking risk in a balanced and productive manner? It then broadens its gaze to examine various critical applications and extensions of economic capital;