Economic capital modelling [electronic resource] : the UniCredit Group framework / Vittorio Maggiolini [and] Giuseppe Vulpes.
Material type:![Film](/opac-tmpl/lib/famfamfam/VM.png)
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.
Access restricted to subscribers.
Mode of access: World Wide Web.