White Papers

White Paper Download

This white paper presents the linear and copula model approaches to the calculation of risk aggregations and economic capital. It also discusses use of risk contributions as a basis for allocating economic capital and demonstrates how to integrate economic capital into risk-adjusted performance.

Have a SAS profile? To complete this form automatically: log in

*  First Name
*  Last Name
*  E-mail Address
* Organization/Company
* Industry
* Job Title
*  Country
(Required for Canada and U.S.)
* Business Phone
Would you like to receive information by email?

( * indicates required field )