Category Archives: Economic Capital

From Economic capital to ERM

Authors: Henny Verheugen, Servaas Houben slides: From economic capital to ERM final Publisher, publication date: Springschool, 2013-03 —————————————————————————————————————————— Presentation on the generation of scenario sets consisting of: Scenario creation process Risk identification Data selection Calibration Aggregation and diversification Validation And … Continue reading

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