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Springer - Modelling Economic Capital Credit-Risk Book

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Description

Determine if a financial institution manages risk in a balanced and productive manner with this professional guide from Springer. This book provides a model-based look at economic capital, which serves as a measure of the equity an entity must hold to offset risk-generating activities. With a specific focus on the credit-risk dimension, the text explores real-world methodologies and practical applications. It addresses the complex issues involved in building industrial-strength credit-risk economic-capital models. This resource is designed for professionals seeking a pragmatic approach to risk management and implementation details within the finance and accounting sectors.

Key Features

This Springer publication explores real-world economic-capital methodologies and practical applications.

The text provides a model-based measure of the equity required to offset risk-generating activities.

Readers gain insights into the construction of industrial-strength credit-risk economic-capital models.

The content focuses on the credit-risk dimension to help determine if a financial institution is taking risk productively.

This book is part of the Contributions to Finance and Accounting series for professional depth.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
07 May 2022
Listed Since
15 December 2021

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No barcode data available

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