Close
Enter your search into one or more of the boxes below:
You can refine your search by selecting from any of the options below:
Search
Economic Capital Modelling: Concepts, Measurement and Implementation
Foyalty 300

Economic Capital Modelling: Concepts, Measurement and Implementation (Hardback)

£99.00
To Order. Estimated despatch in 1-3 weeks.
Email me when back in stock

Synopsis

Playing a key role in both the second pillar of the new Basel framework and the Solvency II project, economic capital models are becoming increasingly important. "Economic Capital Models" provides you with an overview of the current state of play for these cutting edge models from three angles: a theoretical overview of risk measurement, diversification and aggregation; a survey of the current state of implementation; and a supervisory view on the use of these models. The combination of these three angles is unique and provides you with truly multi-faceted view of this subject. All aspects of economic capital for financial conglomerates are incorporated. Moreover, this book is set apart from any other in its field because it provides you with a balanced overview from the perspective of both risk managers within institutions and supervisors. Practitioners, risk managers, policymakers and academics are brought together with their insights combined into a single volume. As the practitioners' view is not that of a single institution, consultant or vendor you are able to reflect on the combined insights of a number of institutions that have cutting edge economic capital frameworks.

"Economic Capital Models" provides information for institutions to implement economic capital models and lead you to improved risk management and more accurate pricing. It discusses the requirements for an economic capital model on a more theoretical level. It shows you what a feasible implementation target is and which difficulties might be encountered by examining the current state of implementation of economic capital methodology at large mixed financial conglomerates. This book is recommended for practitioners, supervisors in both the industry and supervisory communities and academics. It gives you an important update on industry best practice in a rapidly developing field and offers you a comprehensive and impartial overview from all viewpoints.

BusinessEconomicsDevelopment economics Publisher: Risk Books Publication Date: 08/05/2006 ISBN-13: 9781904339397  Details: Type: Hardback Format: Books
Availability: To Order. Estimated despatch in 1-3 weeks.  

Iman van Lelyveld is policy advisor at DNB, active in the development of the Supervisory Review, risk management and banking research. In addition, he holds a part-time associate professorship at Radboud University, teaching international financial management. He has published work on financial conglomerates, interbank contagion and foreign banking in Central and Eastern Europe. He studied macroeconomics at the University of Amsterdam and started his career at Deutsche Bank.

More books by Iman Van Lelyveld

Leave Review

Delivery

Delivery Options

All delivery times quoted are the average, and cannot be guaranteed. These should be added to the availability message time, to determine when the goods will arrive. During checkout we will give you a cumulative estimated date for delivery.

Location 1st Book Each additional book Average Delivery Time
UK Standard Delivery FREE FREE 3-5 Days
UK First Class £4.50 £1.00 1-2 Days
UK Courier £7.00 £1.00 1-2 Days
Western Europe** Courier £17.00 £3.00 2-3 Days
Western Europe** Airmail £5.00 £1.50 4-14 Days
USA / Canada Courier £20.00 £3.00 2-4 Days
USA / Canada Airmail £7.00 £3.00 4-14 Days
Rest of World Courier £22.50 £3.00 3-6 Days
Rest of World Airmail £8.00 £3.00 7-21 Days

** Includes Austria, Belgium, Denmark, France, Germany, Greece, Iceland, Irish Republic, Italy, Luxembourg, Netherlands, Portugal, Spain, Sweden and Switzerland.

Special delivery items

A Year of Books Subscription Packages 

Delivery is free for the UK. Western Europe costs £60 for each 12 month subscription package purchased. For the Rest of the World the cost is £100 for each package purchased. All delivery costs are charged in advance at time of purchase. For more information please visit the A Year of Books page.

Animator's Survival Kit

For delivery charges for the Animator's Survival Kit please click here.

 

Delivery Help & FAQs

Returns Information

If you are not completely satisfied with your purchase*, you may return it to us in its original condition with in 30 days of receiving your delivery or collection notification email for a refund. Except for damaged items or delivery issues the cost of return postage is borne by the buyer. Your statutory rights are not affected.

* For Exclusions and terms on damaged or delivery issues see Returns Help & FAQs

You might also like

Human Development Indices and...
(Paperback)
United Nations Development Programme
 
 
£29.95
 
Critique of the New Consensus...
(Hardback)
Dilip M. Nachane
 
 
£99.99
 
Household Behaviour, Prices, and...
(Hardback)
Ranjan Ray
 
 
£109.99
 
© W&G Foyle Ltd
Foyles uses cookies to help ensure your experience on our site is the best possible. Click here if you’d like to find out more about the types of cookies we use.
Accept and Close