Alpha-Cells
发表于 2025-3-25 07:21:42
Gregory W. Barsness,John F. BresnahanAs stated in Chapters 4 and 5, our preferred approach in this book is to determine economic capital using a stochastic, rather than a deterministic, approach wherever possible. This chapter develops a stochastic model that is effectively the engine that generates our stochastic stresses.
逢迎白雪
发表于 2025-3-25 08:49:24
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重叠
发表于 2025-3-25 15:32:39
Marcin Barczyński,Claudio R. CerneaIn this chapter we give a short discussion of economic capital for asset management firms. This discussion is brief because, as we describe below, the treatment of economic capital for asset management firms is very similar to that for unit linked life insurance firms, as described previously in Section 9.3.
Commonplace
发表于 2025-3-25 19:53:13
Risk Governance,Before we move on to consider the hard quantitative risk management aspects of financial services firms, we first set out the softer, more qualitative, governance aspects of risk management that firms must follow as a matter of best risk management practice.
peak-flow
发表于 2025-3-25 21:55:20
Stress Testing to Measure Risk,As described in Chapter 3, firms are required to self assess the amount of capital that they believe is needed to cover the risks they are running. There are many ways in which this self assessment may be carried out and it will certainly vary across firms.
Adjourn
发表于 2025-3-26 03:24:44
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澄清
发表于 2025-3-26 08:17:13
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Innocence
发表于 2025-3-26 10:09:44
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无瑕疵
发表于 2025-3-26 15:25:20
Asset Management Firms,In this chapter we give a short discussion of economic capital for asset management firms. This discussion is brief because, as we describe below, the treatment of economic capital for asset management firms is very similar to that for unit linked life insurance firms, as described previously in Section 9.3.
Custodian
发表于 2025-3-26 19:31:05
Finance and Capital Markets Serieshttp://image.papertrans.cn/e/image/301506.jpg