Financial institutions are increasingly using economic capital models to help determine the amount of capital they need to absorb unexpected losses. These models typically aggregate capital based on ...
The FINANCIAL — Economic capital models, more sophisticated catastrophe management and dynamic financial analysis are among the tools the U.S. property/casualty (P/C) industry has deployed over the ...
Financial institutions can realize the full potential of economic capital as a planning tool to fulfill shareholder wealth if they are savvy in applying it, according to a new PricewaterhouseCoopers ...
The internal-ratings based approach for banks to quantify capital for credit risk – a framework deployed by over 100 banks, from Europe to China and Australia – is in crisis. While the Fed has been ...
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