Risk and Capital Modelling

Christopher Chappell

Chapter 7 in The Executive Guide to Enterprise Risk Management, 2014, pp 91-113 from Palgrave Macmillan

Abstract: Abstract This chapter provides coverage of the components of risk and capital models to understand how experts can be challenged in order to gain insights to the limitations of the modelling output and enhance the application of judgment in decision making. In particular, the chapter will – discuss the purpose of a model and its shortcomings, − explain various balance sheets and their purpose, − explain the components of the model and how to challenge the data and parameterisation.

Keywords: Cash Flow; Financial Market; Balance Sheet; Expert Judgment; Internal View (search for similar items in EconPapers)
Date: 2014
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-37454-7_7

Ordering information: This item can be ordered from
http://www.palgrave.com/9781137374547

DOI: 10.1057/9781137374547_7

Access Statistics for this chapter

More chapters in Palgrave Macmillan Books from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().