Benchmarking and the future use of internal capital models

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The rationale for continuing with internal capital models in the Basel 3 world

Overview of the challenges and opportunities offered by internal capital models (economic capital models) in the post-crisis era. Conference Presentation given at:

  • Venue: 2nd Annual Capital Modelling under Basel III (Marcus Evans Conference)
  • Location: London
  • Time: January 28th 2014
  • Link to presentation: Local file