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Capital Management and Risk Weighted Asset

In: Practical Credit Risk and Capital Modeling, and Validation

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  • Colin Chen

    (Data Science and Analytics Consultants)

Abstract

This chapter is a continuation of Sect. 1.3 on capital management by focusing on the credit products. Following the framework introduced in Sect. 1.3 , we cover both regulatory capital and economic capital. For both areas, we will go deeper into the modeling techniques introduced in Chap. 3 and show how those techniques are implemented in capital calculation.

Suggested Citation

  • Colin Chen, 2024. "Capital Management and Risk Weighted Asset," Management for Professionals, in: Practical Credit Risk and Capital Modeling, and Validation, chapter 5, pages 203-253, Springer.
    • Handle: RePEc:spr:mgmchp:978-3-031-52542-1_5
    DOI: 10.1007/978-3-031-52542-1_5
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