Economic capital modelling [electronic resource] : the UniCredit Group framework / Vittorio Maggiolini [and] Giuseppe Vulpes.
Material type: FilmSeries: Henry Stewart talksBusiness & management collection. Effective risk based supervision: Publisher: London : Henry Stewart Talks, 2009Description: 1 online resource (1 streaming video file (39 min.) : color, sound)Other title: Economic capital modelingSubject(s): Risk management | SupervisionOnline resources: Click here to access online | SeriesAnimated 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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Mode of access: World Wide Web.