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| ECONOMIC CAPITAL
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How It Works, and What Every Manager Needs to Know
To order this title, and for more information, click here
By
Pieter Klaassen, Managing Director of Firmwide Risk Aggregation at UBS A.G. He holds a PhD in operations research from the MIT Sloan School of Management.
Idzard van Eeghen, Group Senior Vice President of Integrated Risk Management at ABNAMRO Bank N.V. Mr. Eeghen holds two degrees: masters in economics and masters in financial economics.
Description
Managers can deploy and manage economic capital more effectively when they understand how their decisions add value to their organizations. Economic Capital: How It Works and What Every Manager Needs to Know presents new ways to define, measure, and implement management
strategies by using recent examples, many from the sub-prime crisis. The authors also discuss the role of economic capital within the
broader context of management responsibilities and activities as well as its relation to other risk management tools that are available
to the modern risk manager.
Audience
Senior managers in banks, insurers, supervisors and regulators, risk professionals, and analysts
Contents
Chapter 1: Measuring the Unexpected: Understanding Economic Capital
Chapter 2: Show Me the Money: The Purpose of Economic Capital
Chapter
3: You Manage What You Measure: Defining Economic Capital
Chapter 4: Running the Numbers: Measuring Economic Capital
Chapter 5: Facing
Reality: Implementing Economic Capital
Chapter 6: Team play: Economic Capital and its Context
Chapter 7: What?s Next? The Future of
Economic Capital
| Bibliographic details |
Hardbound, 304 pages, publication date: JUN-2009
ISBN-13: 978-0-12-374901-7
Imprint: ELSEVIER
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| Price and Ordering |
Price:
USD 79.95
EUR 56.95
GBP 47.99
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Last update: 22 Sep 2009
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