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economic-capital

  1. L

    economic capital

    1.31 Could you please explain the purpose of economic capital, why isn't is to absorb unexpected loss and tail loss?
  2. Nicole Seaman

    P1.T4.922. Quantifying the credit loss distribution (Schroeck)

    Learning objectives: Describe how economic capital is derived. Explain how the credit loss distribution is modeled. Describe challenges to quantifying credit risk. Questions: 922.1. Consider a credit portfolio that contains three positions. The exposure (EAD) of each position is $10.0 million...
  3. N

    Economic Value Added (EVA)

    I apologize in advance if this is not the right post. A quick question about EVA (Economic Value Added). Study notes Crouhy, Page 17 - it is defined as : EVA (economic value added), or NIACC (net income after capital charge), is the after-tax adjusted net income less a capital charge equal to...
  4. Nicole Seaman

    P2.T7.706. Economic capital

    Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...
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