What Makes a Good Economic Capital Model?

Submitted on 25th June 2015

A slide show based on an interactive session for a lively discussion between audience members and panelists. Economic Capital Models are being discussed frequently by rating agencies, regulators, boards of directors, and investment analysts. What are the ingredients for "good" EC models ? and their proper role in an ERM framework?

Source
CAS
Length of Resource
40
Resource File
Author
Barry Zurbuchen, Rachel Radoff, Stuart White
Date Published
Publication Type
article
Resource Type
commercial