Enterprise Risk Management Slides

Economic capital / Other risks [9]

Go to: Summary | Previous | Next
Bullet points include: Measuring capital effectiveness of different asset/liability management strategies Calculating RAROC Business performance measurement (e.g. embedded value computations may use economic rather than regulatory capital) Incentive compensation Challenging and interacting with rating agency and regulator analysis

Bullet points include: Measuring capital effectiveness of different asset/liability management strategies Calculating RAROC Business performance measurement (e.g. embedded value computations may use economic rather than regulatory capital) Incentive compensation Challenging and interacting with rating agency and regulator analysis

NAVIGATION LINKS
Contents | Prev | Next | ERM Lecture Series

Desktop view | Switch to Mobile