| 书目名称 | Modelling Economic Capital | | 副标题 | Practical Credit-Ris | | 编辑 | David Jamieson Bolder | | 视频video | | | 概述 | Illustrates the practical implementation of credit-risk economic capital concepts and applications.Contains numerous examples, 175+ graphics and accessible and common applications.Includes 150 comment | | 丛书名称 | Contributions to Finance and Accounting | | 图书封面 |  | | 描述 | .How might one determine if a financial institution is taking risk in a balanced and productive manner? A powerful tool to address this question is economic capital, which is a model-based measure of the amount of equity that an entity must hold to satisfactorily offset its risk-generating activities. This book, with a particular focus on the credit-risk dimension, pragmatically explores real-world economic-capital methodologies and applications. It begins with the thorny practical issues surrounding the construction of an (industrial-strength) credit-risk economic-capital model, defensibly determining its parameters, and ensuring its efficient implementation. It then broadens its gaze to examine various critical applications and extensions of economic capital; these include loan pricing, the computation of loan impairments, and stress testing. Along the way, typically working from first principles, various possible modelling choices and related concepts are examined. The end resultis a useful reference for students and practitioners wishing to learn more about a centrally important financial-management device.. | | 出版日期 | Book 2022 | | 关键词 | Nordic Investment Bank; Risk Management; Risk Portfolio; Financial Modelling; Corporate Finance | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-030-95096-5 | | isbn_softcover | 978-3-030-95098-9 | | isbn_ebook | 978-3-030-95096-5Series ISSN 2730-6038 Series E-ISSN 2730-6046 | | issn_series | 2730-6038 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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发表于 2025-3-21 16:07:35
