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All Blog Posts Tagged 'Maxwell Institute' (1)

The Case for Fully Integrated Models of Economic Capital

By Alexander McNeil, Professor, Maxwell Institute for the Mathematical Sciences, Edinburgh EH14 4AS, UK, Axel Kirchner, University of Edinburgh and Gavin Lee Kretzschmar, University of Edinburgh - Accounting and Finance





Economic capital models are potentially powerful tools for enterprise risk management (ERM), and for the supervisory review process (Pillar 2) of the Basel II and Solvency II regulatory capital frameworks. We argue that, to fulfill this potential, economic… Continue

Added by John A Morrison on February 24, 2009 at 12:30am — No Comments

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