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Economic Capital Best Practice - Banking

 

Great advances have been made and further advances are proposed for the assessment of various risks faced by financial firms. Some particular risk estimates are already very detailed and refined. They may help manage some activities more efficiently. Others have been relatively neglected (e.g. market risks in the banking book). Tools are now available to improve on detailed and global risk assessments, but they may deviate from the strict rules imposed by regulators. This Chartis presentation includes:

1. Introduction to Economic Capital

2. Market Risk Models

3. Credit Risk Models

4. Operational Risk Models

5. Other Risks

6. Conclusions