Economic Capital For Market Risk

A survey of market trends

The financial crisis has focused institutions’ minds on how they measure risk. In this survey we examine the methodologies used by major banks to quantify their economic capital for market risk and what changes they are planning to make.

The use of Economic Capital (“EC”) as a key risk and performance management tool is becoming increasingly pervasive. Alongside developments in EC, the measurement of regulatory capital is becoming more quantitatively based and in

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risktech Forum? Register for access

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can contact us to request an individual account here.