001446626 000__ 03751cam\a2200505Ii\4500
001446626 001__ 1446626
001446626 003__ OCoLC
001446626 005__ 20230310004009.0
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001446626 007__ cr\un\nnnunnun
001446626 008__ 220511s2022\\\\sz\a\\\\ob\\\\001\0\eng\d
001446626 019__ $$a1315537906$$a1315647423$$a1315740629
001446626 020__ $$a9783030950965$$q(electronic bk.)
001446626 020__ $$a3030950964$$q(electronic bk.)
001446626 020__ $$z9783030950958$$q(print)
001446626 020__ $$z3030950956
001446626 0247_ $$a10.1007/978-3-030-95096-5$$2doi
001446626 035__ $$aSP(OCoLC)1315744558
001446626 040__ $$aGW5XE$$beng$$erda$$epn$$cGW5XE$$dEBLCP$$dYDX$$dOCLCF$$dUKAHL$$dOCLCQ
001446626 049__ $$aISEA
001446626 050_4 $$aHD61
001446626 08204 $$a658.15/5$$223/eng/20220511
001446626 1001_ $$aBolder, David,$$eauthor.
001446626 24510 $$aModelling economic capital :$$bpractical credit-risk methodologies, applications, and implementation details /$$cDavid Jamieson Bolder.
001446626 264_1 $$aCham, Switzerland :$$bSpringer,$$c2022.
001446626 300__ $$a1 online resource (xxxi, 823 pages) :$$billustrations (some color).
001446626 336__ $$atext$$btxt$$2rdacontent
001446626 337__ $$acomputer$$bc$$2rdamedia
001446626 338__ $$aonline resource$$bcr$$2rdacarrier
001446626 4901_ $$aContributions to finance and accounting,$$x2730-6046
001446626 504__ $$aIncludes bibliographical references and indexes.
001446626 5050_ $$aChapter 1. Introducing Economic Capital -- Part 1. Modelling Credit-Risk Economic Capital -- Chapter 2. Constructing a Practical Model -- Chapter 3. Finding Model Parameters -- Chapter 4. Implementing The Model -- Part 2. Loan Pricing -- Chapter 5. Approximating Economic Capital -- Chapter 6. Loan Pricing -- Part 3. Modelling Expected Credit Loss -- Chapter 7. Default-Probability Fundamentals -- Chapter 8. Building Stress Scenarios -- Chapter 9. Computing Loan Impairments -- Part 4. Other Practical Topics -- Chapter 10. Measuring Derivative Exposure -- Chapter 11. Seeking External Comparison -- Chapter 12. Thoughts on Stress Testing.
001446626 506__ $$aAccess limited to authorized users.
001446626 520__ $$aHow might one determine if a financial institution is taking risk in a balanced and productive manner? A powerful tool to address this question is economic capital, which is a model-based measure of the amount of equity that an entity must hold to satisfactorily offset its risk-generating activities. This book, with a particular focus on the credit-risk dimension, pragmatically explores real-world economic-capital methodologies and applications. It begins with the thorny practical issues surrounding the construction of an (industrial-strength) credit-risk economic-capital model, defensibly determining its parameters, and ensuring its efficient implementation. It then broadens its gaze to examine various critical applications and extensions of economic capital; these include loan pricing, the computation of loan impairments, and stress testing. Along the way, typically working from first principles, various possible modelling choices and related concepts are examined. The end result is a useful reference for students and practitioners wishing to learn more about a centrally important financial-management device.
001446626 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed May 11, 2022).
001446626 650_0 $$aFinancial risk management.
001446626 655_0 $$aElectronic books.
001446626 77608 $$iPrint version:$$aBolder, David Jamieson$$tModelling Economic Capital$$dCham : Springer International Publishing AG,c2022$$z9783030950958
001446626 830_0 $$aContributions to finance and accounting,$$x2730-6046
001446626 852__ $$bebk
001446626 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-95096-5$$zOnline Access$$91397441.1
001446626 909CO $$ooai:library.usi.edu:1446626$$pGLOBAL_SET
001446626 980__ $$aBIB
001446626 980__ $$aEBOOK
001446626 982__ $$aEbook
001446626 983__ $$aOnline
001446626 994__ $$a92$$bISE