Economic capital and risk management

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F12%3A10133497" target="_blank" >RIV/00216208:11230/12:10133497 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Economic capital and risk management
Original language description
The focus of this book is to investigate the economic capital modelling and risk management of financial institutions during and after the global crisis. This publication primarily concentrates on the significant role of liquidity and operational risks that serve as the pivot point on which the past financial crisis turned. In terms of economic capital and risk modelling, standard methodologies such as value-at-risk or stress testing, as well as relatively new methods including copula functions and coherent risk measures, are applied. All four chapters collectively serve the common purpose of helping to provide presentation of both theoretical and practical aspects of economic capital and related risk management practices. The book is targeted to practitioners, academics, bankers and economists interested in a deeper understanding of this field of research.
Czech name
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Czech description
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Project
<a href="/en/project/GPP403%2F10%2FP278" target="_blank" >GPP403/10/P278: The Implications of The Global Crisis on Economic Capital Management of Financial Institutions</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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