If it's broke..

Economic capital models


Risk quantification, never the most straightforward of tasks, has become a great deal more problematic in the past 18 months. With the global credit crisis escalating into a stress scenario deemed unthinkable during the early part of 2007, there are many who now question the heavy reliance on modelling techniques in risk management.

Models to assess credit, market and operational risk - the three major risk types classified in the Basel II Accord - have come under fire, with critics zeroing in

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here