Asymptotix Papers
Asymptotix regularly develop its own Papers. The first one is a White Paper about "Economic Capital", i.e. the amount of capital which a Financial Institution needs in order to survive in a worst case scenario. Events of recent months prove that this is no longer an academic exercise. The Credit Crunch has seen Central Governments pumping fresh capital into the banks which were clearly undercapitalized and ill-prepared to deal with the crisis.
A Green Paper has been developed in March 2009 on a list of R object relevant for an analyst or Project Manager or indeed executive tasked with introducing macroprudential stress testing and risk capital estimation Any analyst or Project Manager or indeed executive tasked with introducing macroprudential stress testing and risk capital estimation.
Are the key legislative pillars such as Basel II & III, UCITS IV and Solvency II forcing you to re-examine how you identify, measure and manage risk and capital?
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