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