Aggregation of risks and allocation of capital

 

Risk assessment and risk management are critical to survival in today’s business climate, and the accurate calculation of economic capital is more important now than ever before. An effective economic capital management framework also plays a crucial role in product pricing, capital allocation and project financing, performance management, and financial reporting. This white paper examines various techniques for the aggregation and allocation of capital.

Source
Milliman
Length of Resource
44 pages
Resource File
Author
Joshua Corrigan, Jethro De Decker, Takanori Hoshino, Lotte van Delft, Henny Verheugen
Date Published
Publication Type
paper
Resource Type
commercial

ResourceID: 69900

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