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  • Economic Capital Correlation Matrices and Other Techniques - A Survey and Discussion

    attention on the implementation of economic capital frameworks as part of risk management. Due to the diversity ... diversity of products in an organization’s portfolio, its overall risk profile is comprised of different ...

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    • Authors: Christopher Olechowski, Matthew Clark
    • Date: Sep 2008
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Economic capital