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.

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

ResourceID: 69900

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