Theory and Practice in Risk Based Capital Assessment Methodology

Journal of Risk Intelligence, 2005

10 Pages Posted: 14 Apr 2013

Date Written: March 25, 2005

Abstract

This paper focuses on a risk based capital assessement and planning for credit risk, ALM and operational risk.

Keywords: Risk based capital assessment, capital planning, credit risk capital

Suggested Citation

Skoglund, Jimmy and Nyström, Kaj, Theory and Practice in Risk Based Capital Assessment Methodology (March 25, 2005). Journal of Risk Intelligence, 2005. Available at SSRN: https://ssrn.com/abstract=2239020

Jimmy Skoglund (Contact Author)

SAS Institute Inc. ( email )

100 SAS Campus Drive
Cary, NC 27513-2414
United States

Kaj Nyström

University of Umea ( email )

Samhallsvetarhuset, Plan 2
Umea University
Umeå, SE 901 87
Sweden

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