Economic Capital Modelling: Concepts, Measurement and Implementation

Playing a key role in both the second pillar of the new Basel framework and the Solvency II project, economic capital models are becoming increasingly important. Economic Capital Modelling provides you with a multi-faceted overview of the current state of play for these cutting edge models. Presenting a theoretical overview of risk measurement, diversification and aggregation; a survey of the current state of implementation; and a supervisory view on the use of these models.Van Lelyveld, Iman is the author of 'Economic Capital Modelling: Concepts, Measurement and Implementation', published 2006 under ISBN 9781904339397 and ISBN 1904339395.