• Published 2004

Economic Capital and the Assessment of Capital Adequacy

@inproceedings{Vol2004EconomicCA,
  title={Economic Capital and the Assessment of Capital Adequacy},
  author={Vol and Issue and Donald E Powell Chairman and Michael J. Zamorski and George French and Donna J Gambrell and John Michael Lane and Sandra Thompson and Ronald F Bieker and John Franklin Carter and Nancy E. Hall and Scott M. Polakoff and Mark S. Schmidt and Christopher J Spoth and Kim Lowry and John S Wholeben and James J Willemsen},
  year={2004}
}
  • Vol, Issue, +14 authors James J Willemsen
Bank management must likewise continuously evaluate capital adequacy in relation to risk. In recent years, many banks have adopted advanced modeling techniques intended to improve their ability to quantify and manage risks. These modeling techniques frequently incorporate the internal allocation of “economic capital” considered necessary to support risks associated with individual lines of business, portfolios, or transactions within the bank. As a result, economic capital models can provide… CONTINUE READING