Abstract
This chapter is a continuation of Sect. 1.3 on capital management by focusing on the credit products. Following the framework introduced in Sect. 1.3, we cover both regulatory capital and economic capital. For both areas, we will go deeper into the modeling techniques introduced in Chap. 3 and show how those techniques are implemented in capital calculation.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
Final Rule: Risk-Based Capital Standards: Advanced Capital Adequacy Framework – Basel II – Federal Register/Vol. 72, No. 235, page 69288/Friday, December 7, 2007/Rules and Regulations.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2024 The Author(s), under exclusive license to Springer Nature Switzerland AG
About this chapter
Cite this chapter
Chen, C. (2024). Capital Management and Risk Weighted Asset. In: Practical Credit Risk and Capital Modeling, and Validation. Management for Professionals. Springer, Cham. https://doi.org/10.1007/978-3-031-52542-1_5
Download citation
DOI: https://doi.org/10.1007/978-3-031-52542-1_5
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-031-52541-4
Online ISBN: 978-3-031-52542-1
eBook Packages: Business and ManagementBusiness and Management (R0)