Economic Capital: How It Works, and What Every Manager Needs to Know by Pieter Klaassen

Economic Capital: How It Works, and What Every Manager Needs to Know

byPieter Klaassen, Pieter Klaassen, Idzard van Eeghen...

Other | May 28, 2009

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Managers can deploy and manage economic capital more effectively when they understand how their decisions add value to their organizations. Economic Capital: How It Works and What Every Manager Needs to Know presents new ways to define, measure, and implement management strategies by using recent examples, many from the sub-prime crisis. The authors also discuss the role of economic capital within the broader context of management responsibilities and activities as well as its relation to other risk management tools that are available to the modern risk manager.

    • Explains ways to use economic capital in balancing risk and return
    • Evaluates solutions to problems encountered in establishing an economic capital framework
    • Emphasizes intuition
    • Draws special attention to embedding risk modelling approaches within economic capital frameworks

    About The Author

    Idzard van Eeghen is Group Senior Vice President of Integrated Risk Management at ABNAMRO Bank N.V. Mr. Eeghen holds two degrees: masters in economics and masters in financial economics. In his current position he is responsible for managing the Group's country risk exposure; policies and use of economic capital including stress testin...
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    Details & Specs

    Title:Economic Capital: How It Works, and What Every Manager Needs to KnowFormat:OtherDimensions:304 pages, 1 × 1 × 1 inPublished:May 28, 2009Publisher:Elsevier ScienceLanguage:English

    The following ISBNs are associated with this title:

    ISBN - 10:0080956807

    ISBN - 13:9780080956800

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    Table of Contents

    Chapter 1: Measuring the Unexpected: Understanding Economic Capital

    Chapter 2: Show Me the Money: The Purpose of Economic Capital

    Chapter 3: You Manage What You Measure: Defining Economic Capital

    Chapter 4: Running the Numbers: Measuring Economic Capital

    Chapter 5: Facing Reality: Implementing Economic Capital

    Chapter 6: Team play: Economic Capital and its Context

    Chapter 7: What's Next? The Future of Economic Capital