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Books > Business & Economics > Industry & industrial studies > Service industries > Financial services industry
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Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates (Paperback, 1st ed. 2006)
Loot Price: R5,509
Discovery Miles 55 090
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Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates (Paperback, 1st ed. 2006)
Series: Finance and Capital Markets Series
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The authors present a comprehensive and timely discussion of
economic capital and financial risk management for financial
services firms and conglomerates. Topics covered include: the
different types of risks that firms collect; risk governance
issues; how stress testing can be used to measure risk; the
provision of a clear and precise definition of economic capital;
the different types of capital that are eligible to back regulatory
capital, and; the development of models that can be used to
estimate a firm's economic capital requirements. A unique feature
of the book is that, for the first time, the economic capital
requirements of financial services firms across the entire risk
spectrum, from the short end to the long end, are considered in one
book. The authors develop models to estimate the economic capital
requirements of banks, asset management firms, life and non-life
insurance firms, pension funds, and the financial services
conglomerates that comprise these firms. Economic capital is
compared to regulatory capital and regulatory capital arbitrage is
discussed. The diversification benefit present in financial
services conglomerates is quantified and the practical management
of this diversification benefit is dealt with. The authors give new
insights into capital management and performance measurement for
financial services conglomerates and provide detailed descriptions
of the main financial services firm regulatory capital changes that
are ongoing at the time of writing. This superb and original book
charts new ground in the practical application of economic capital
for financial services firms and conglomerates. It is required
reading for all capital allocation and risk professionals.
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