Economic capital and financial risk management for financial services firms and conglomerates Ebook. - Originally published in: 2005 - Porteous, Bruce (Palgrave Macmillan, 2005)
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Preface. Introduction Risk Types, Collection and Mitigation Risk Governance Stress Testing to Measure Risk Economic Capital Types of Capital The Stochastic Model Economic Capital for Banks Economic Capital for Non Profit Life Insurance Firms and General Insurance Firms Economic Capital for Asset Management Firms Economic Capital for With Profits Life Insurance and Pension Funds Financial Services Conglomerates Capital Management and Performance Measurement in Practice Regulatory Change Summary and Conclusions References Appendices