Economic Capital Case Study – Method One Our alternate model for calculating Economic Capital comes in a multiple variation. We do a detailed presentation for method one, followed by smaller posts on each variation. Method one use changes in Shareholders equity as reported in publicly
Month: September 2014
Econmic Capital Modeling – Using accounting data With the arrival of fair value accounting, mark to market disclosures and Sarbanes Oxley (SOX) the quality of accounting data has improved over the last decade. It is not a perfect proxy for ground realities but it is represents
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Economic Capital Case Study – Banking Sector The best way to illustrate our shortfall economic capital model is to walk through an extended case study. Here is our plan. Let’s take a look at five financial institutions. Goldman Sachs, Citibank, JP Morgan Chase, Wells Fargo
Economic Capital – a first look Among the many uses of capital one overlooked use is its ability to send signals to regulators, customers and partners. Models and their usage give an indication of the sophistication and maturity of an organization. Using economic capital models
Starting this week a brand new series on economic capital for the financial services industry. We cut through the smoke and mirrors show around economic capital and investigate alternate approaches for the enterprise that shy away from questionable assumptions. Imagine calculating Enterprise capital without building
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