Modelling Economic Capital: Practical Credit-Risk Methodologies, Applications, and Implementation Details (Contributions to Finance and Accounting) - Image 1

£89.34

Springer Modelling Economic Capital: Practical Credit-Risk Methodologies, Applications, and Implementation Details (Contributions to Finance and Accounting)

Name: Modelling Economic Capital: Practical Credit-Risk Methodologies, Applications, and Implementation Details (Contributions to Finance and Accounting)
Brand: Springer
Price: 89.34 GBP
Availability: InStock

Risk Management

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Description

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.

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 3030950956
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Risk Management
Domain: Amazon UK
Release Date: 07 May 2022
Listed Since: 15 December 2021

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Springer Modelling Economic Capital: Practical Credit-Risk Methodologies, Applications, and Implementation Details (Contributions to Finance and Accounting)

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