Company: Risk Books
Category: Asset Liability Management
Published: 21 May 2012
The current capital regime has turned out to be seriously flawed whether it was intentional or not, and whether or not regulators played an important role in creating this crisis. The call for regulatory reform is an open-ended endeavour.
Written by industry expert, Michael Ong and taken from his highly topical publication, Managing and Measuring Capital: For Banks and Financial Institutions, this white paper reviews the general issues of capital management, allocation, risk attribution, performance determination and the measurement of capital.