Best practice and remaining challenges for credit economic capital

Corinne Neale
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Corinne Neale: Head of Capital Management for Asia Pacific at Algorithmics, USA

Journal of Risk Management in Financial Institutions, 2008, vol. 1, issue 3, 268-276

Abstract: This paper describes the current state of development of credit economic capital models among banks, particularly in Asia Pacific, and the challenges that must be addressed to meet regulatory and management expectations.

Keywords: credit economic capital; New Basel Accord; Pillar 2; Asia Pacific credit risks (search for similar items in EconPapers)
JEL-codes: E5 G2 (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:aza:rmfi00:y:2008:v:1:i:3:p:268-276

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