Marco Folpmers, Capgemini, presents credit risk models that enable compliance with Basel II
| Date | Contributor | Description | Rating |
|---|---|---|---|
| 9 Mar 2010 | Linda Webb |
Capgemini developed credit risk models that enable compliance with Basel II by calculating economic capital (EC), the amount of capital that an organization must set aside to offset potential losses. |
| Tag | Applied By | Date/Time |
|---|---|---|
| t copula | Linda Webb | 9 Mar 2010 at 3:52pm |
| interest rate risk | Linda Webb | 9 Mar 2010 at 3:52pm |
| merton model | Linda Webb | 9 Mar 2010 at 3:52pm |
| credit risk models | Linda Webb | 9 Mar 2010 at 3:52pm |
| correlation risk | Linda Webb | 9 Mar 2010 at 3:52pm |
| monte carlo simulation | Linda Webb | 9 Mar 2010 at 3:52pm |
| credit risk analysis | Linda Webb | 9 Mar 2010 at 3:52pm |
| credit risk | Linda Webb | 9 Mar 2010 at 3:52pm |
| portfolio analysis | Linda Webb | 9 Mar 2010 at 3:52pm |
| portfolio risk | Linda Webb | 9 Mar 2010 at 3:52pm |
| ec | Linda Webb | 9 Mar 2010 at 3:52pm |
| economic capital | Linda Webb | 9 Mar 2010 at 3:52pm |
| basel ii | Linda Webb | 9 Mar 2010 at 3:52pm |
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