Optimal capital allocation in a hierarchical corporate structure
Year of publication: |
2014
|
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Authors: | Zaks, Yaniv ; Tsanakas, Andreas |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 56.2014, p. 48-55
|
Subject: | Capital allocation | Solvency II | Basel II | Weighted capital allocation | Hierarchical firms | Basler Akkord | Basel Accord | Theorie | Theory | Allokation | Allocation | Kapitalstruktur | Capital structure | Betriebliche Liquidität | Corporate liquidity | Risikomanagement | Risk management | Kapitalbedarf | Capital requirements |
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