| 书目名称 | Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates |
| 编辑 | Bruce T. Porteous,Pradip Tapadar |
| 视频video | |
| 丛书名称 | Finance and Capital Markets Series |
| 图书封面 |  |
| 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 firm‘s 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 managemen |
| 出版日期 | Book 2006 |
| 关键词 | asset management; financial risk management; Pension Funds; Risk Management; investments and securities |
| 版次 | 1 |
| doi | https://doi.org/10.1057/9780230512702 |
| isbn_softcover | 978-1-349-51838-8 |
| isbn_ebook | 978-0-230-51270-2Series ISSN 2946-2010 Series E-ISSN 2946-2029 |
| issn_series | 2946-2010 |
| copyright | Palgrave Macmillan, a division of Macmillan Publishers Limited 2006 |
发表于 2025-3-21 17:23:14
