Economic Capital
Rosen D. and Saunders D., 2009, Encyclopedia of Quantitative Finance.
This paper gives an overview of Economic Capital and surveys the methods for its calculation, including top–down and bottom–up approaches.
Rosen D. and Saunders D., 2009, Encyclopedia of Quantitative Finance.
This paper gives an overview of Economic Capital and surveys the methods for its calculation, including top–down and bottom–up approaches.