Cost of Capital

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
ERM Resource	07/09/2017	Critical review of literature on enterprise risk management and the cost of capital: The value creation perspective	Benefits of ERM Cost of Capital Enterprise Risk Management Idiosyncratic risk No specific risk risk premium
ERM Resource	07/09/2017	A Cost of Capital Approach to Credit and Liquidity Spreads	Contagion Risk Contagion Risk Cost of Capital credit risk credit spreads Economic / Risk Based Capital insurance liabilities Liquidity Risk Parameter Risk Parameter Risk
ERM Resource	07/09/2017	A Shortcut to Calculating Return on Required Equity and Its Link to Cost of Capital	Cost of Capital Economic / Risk Based Capital GAAP reserve No specific risk parallel risk measures Return on required equity target loss ratio
ERM Resource	25/06/2015	Possible Unintended Consequences of Basel III and Solvency II	Basel III Cost of Capital Funding Interconnectedness.No specific risk Regulation Solvency II