Balog, Dóra; Bátyi, Tamás László; Csóka, Péter; … - 2014
In finance risk capital allocation raises important questions both from theoretical and practical points of view. How … assign this to different business units? We use an axiomatic approach to examine risk capital allocation, that is we call for … analytic and simulations tools. We examine allocation methods used in practice and also ones which are theoretically …