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

Posted in Economic Capital, English, ERM, Presentations, Risk Management, Scenario creation | Leave a comment