Building a Coherent Risk Measurement and Capital Optimisation Model for Financial Firms

In this paper, the authors consider how risk measures, based on internal models of this type, might be integrated into a firm's own methodology for allocating risk capital to its individual business units and for determining its optimal capital structure. They also consider the implications of these developments for the future approach to determining regulatory capital requirements

MoreLess

Year of publication:	[2007]
Authors:	Shepheard-Walwyn, Tim
Other Persons:	Litterman, Robert (contributor)
Publisher:	[2007]: [S.l.] : SSRN

freely available

Full text |

More access options

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource (12 p)
Series:	Economic Policy Review ; Vol. 4, No. 3, October 1998
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1998 erstellt
Other identifiers:	10.2139/ssrn.1029756 [DOI]
Classification:	G2 - Financial Institutions and Services ; G3 - Corporate Finance and Governance
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012728626