Organising the allocation

Yadong Li, Marco Naldi, Jeffrey Nisen and Yixi Shi propose a new capital allocation method

capital-allocation

CLICK HERE TO VIEW THE PDF

In the wake of the financial crisis of 2008, regulators around the globe started to strengthen regulatory capital requirements, aiming to limit systemic risk by reining in the aggressive risk-taking behaviours of banks. Under the tightened regulations, banks are required to raise more capital than in the precrisis era to support similar business activities. In response to the growing regulatory capital pressure, banks are aggressively repositioning themselves by divert

To continue reading...

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 indvidual account here: