Maggiolini, Vittorio,

Economic capital modelling the UniCredit Group framework / [electronic resource] : Economic capital modeling Vittorio Maggiolini [and] Giuseppe Vulpes. - London : Henry Stewart Talks, 2009. - 1 online resource (1 streaming video file (39 min.) : color, sound). - Effective risk based supervision : how to develop good supervision, 2056-4570 . - Henry Stewart talks. Business & management collection. Effective risk based supervision. .

Animated audio-visual presentation with synchronized narration. Title from title frames.

Contents: The type of risks considered in the UCG Economic Capital framework -- The internal models to measure the capital absorbed by the various risk types -- The procedure to yield an economic capital measure at group wide level (risk aggregation) -- The process to ensure that the UniCredit Group is sufficiently capitalized in all economic conditions.

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2144 Henry Stewart Talks


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