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Internal Credit Risk Models: Capital Allocation and Performance Measurement by MICHAEL, K ONG

Internal Credit Risk Models: Capital Allocation and Performance Measurement MICHAEL, K ONG ebook
Page: 372
Format: pdf
Publisher: Risk Books
ISBN: 1899332030, 9781899332038

The problem is that the current systems, . €� Chapter 4………………………..Loan Portfolios and Expected Loss. Data, assumption setting, modeling, reconciliation). Michael Ong, Internal Credit Risk Models: Capital Allocation and Performance Measurement (London: Risk Books, 2003). Return on risk-adjusted capital) at a granular level, be this by customer, country, asset or sector. Jan 24, 2014 - These constraints include the institutional separation of the economic and political (which gives rise to 'business interests as functional constraints') and the internal structure and social bases of the state system. Oct 31, 2012 - It also requires the ability to generate risk-adjusted performance measures (e.g. Cost-saving synergies for regulatory reporting, management reporting and capital allocation, through integration of similar processes and functions (e.g. What's the division of labor and who should get the credit (or blame)? Mar 22, 2012 - Similarly, a study by Baquero, Horst and Verbeek in 2003 (Ridley, 2004, p.64) suggested that before measuring performance it is advisable to model first for hedge fund attrition and look-ahead bias. Jan 28, 2011 - External and Internal Ratings. Nov 25, 2013 - Is it the investment committees making allocation decisions, or active management by the investment office and external managers?