Measuring Economic Capital Using Loss Distributions

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Measuring Social Capital and Its Economic Impact

This paper assesses the quality of various micro level measures of social capital. It begins by examining a simple model of social capital accumulation in which households acquire social capital by devoting resources to forming relationships with other households. Through these relationships households acquire access to social resources which raises utility for any level of consumption. Tests o...

متن کامل

Aggregating Economic Capital

In this paper we analyze and evaluate a standard approach financial institutions use to calculate their so-called total economic capital. If we consider a business that faces a total random loss S over a given one-year horizon then economic capital is traditionally defined as the difference between the 99.97% percentile of S and its expectation. The standard approach essentially assumes that th...

متن کامل

Measuring Immaterial Capital for Organizations Using Multicriteria Reference Point Model

The identification of crucial knowledge to be capitalized and especially crucial tacit knowledge is a complex process because knowledge cannot be measured quantitatively. In this paper, we propose a methodology based on multi-criteria decision aid for evaluating knowledge that needs to be capitalized using a non compensatory aggregation procedure based on reference point model. Our method allow...

متن کامل

Measuring Indoor Air Distributions

14 Indoor air distributions, such as the distributions of air temperature, air velocity, and 15 contaminant concentrations, are very important to occupants’ health and comfort in 16 enclosed spaces. When point data is collected for interpolation to form field 17 distributions, the sampling locations (the locations of the point sensors) have a 18 significant effect on time invested, labor costs ...

متن کامل

Measuring Intangible Capital with Uncertainty

Intangible capital has arguably become an important component of corporate value. However, it is still an open question whether uncertainty associated with investment in intangible capital is higher or lower than physical capital. We estimate the value of intangible capital in a dynamic stochastic general equilibrium model that features capital adjustment costs, investment-speci c technological...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: International Journal of Economics, Finance and Management Sciences

سال: 2013

ISSN: 2326-9553

DOI: 10.11648/j.ijefm.20130106.29