๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Capital Allocation and Risk Performance Measurement In a Financial Institution

โœ Scribed by Stuart M. Turnbull


Book ID
108560437
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
175 KB
Volume
9
Category
Article
ISSN
0963-8008

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A comparison of capital standards and pr
โœ Michael Bowe; Maximilian J.B. Hall ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 239 KB ๐Ÿ‘ 2 views

The EC's Capital Adequacy Directive (CAD) and the 1995 Basle Committee (BC) proposals are analysed as approaches to regulating market risk. We derive conditions under which the BC's proposal, namely supplementing a CAD-type standardized risk measurement framework with proprietary procedures subject

223044 (E31) Risk based capital allocati
๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 90 KB

differ from most other markets because in insurance markets competition can destroy the market rather than make it work better. One of the dimensions along which insurance companies compete is underwriting -trying to ensure that the risks covered are "good" risks or that ifa high risk is insured, th

From volatility to value: analysing and
โœ Evan Mills; Steve Kromer; Gary Weiss; Paul A. Mathew ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 560 KB

Many energy-related investments are made without a clear financial understanding of their values, risks, and volatilities. In the face of this uncertainty, the investor-such as a building owner or an energy service company-will often choose to implement only the most certain and thus limited energy-