http://ozrisk.net/2009/04/20/economic-capital-a-common-currency-of-risk/ Risk Management in Australia Wed, 30 Nov 2011 12:41:58 +0000 hourly 1 http://wordpress.com/ http://ozrisk.net/2009/04/20/economic-capital-a-common-currency-of-risk/#comment-28373 Wed, 11 Nov 2009 08:37:34 +0000 http://ozrisk.net/?p=571#comment-28373 Thanks for a readable, relaxed overview of economic capital across industries. Many reviews are either theoretical or focus on a single institution. The breadth you offer allows for a deeper insight.

]]> http://ozrisk.net/2009/04/20/economic-capital-a-common-currency-of-risk/#comment-27478 Thu, 13 Aug 2009 19:12:29 +0000 http://ozrisk.net/?p=571#comment-27478 This is such a great summary of EC! Thank you, David Harper

]]> http://ozrisk.net/2009/04/20/economic-capital-a-common-currency-of-risk/#comment-26925 Thu, 07 May 2009 23:41:31 +0000 http://ozrisk.net/?p=571#comment-26925 [...] for a Black Swan-proof world by Nassim Nicholas Taleb in the FT – Basel 2.0 by Patrick McConnell – Economic Capital – a common currency of risk by Jennifer Lang – Bank Profits Appear Out of Thin Air by Andrew Ross Sorkin – The Reeducation of Tim Geithner by [...]

]]> http://ozrisk.net/2009/04/20/economic-capital-a-common-currency-of-risk/#comment-26873 Mon, 20 Apr 2009 17:42:59 +0000 http://ozrisk.net/?p=571#comment-26873 Excellent article Jennifer.. it describes and explains really well the pro’s and con’s of measuring risk by means of EC. It also shows the importance of EC in support of strategic decision making. On the other hand I wonder how investors should analyse the risks financial companies are taking given the freedom in how to implement models and measurement. How do you value pillar III given these variations in implementation?

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