Practice paper
Best practice and remaining challenges for credit economic capital
Journal of Risk Management in Financial Institutions,
1
(3),
268-276
(2008)
Abstract
This paper describes the current state of development of credit economic capital models among banks, particularly in Asia Pacific, and the challenges that must be addressed to meet regulatory and management expectations.
Keywords: credit economic capital; New Basel Accord; Pillar 2; Asia Pacific credit risks
The full article is available to subscribers to the journal.
Author's Biography
Corinne Neale is Head of Capital Management for Asia Pacific at Algorithmics, a Member of the Fitch Group. Ms Neale has 18 years of experience in the risk management industry at Chase Manhattan Bank, Bankers Trust Company, IQ Financial (a Deutsche Bank company) and S&P. Ms Neale has advised banks and regulators on market risk, credit risk and capital management around the world and is a frequent contributor to industry forums, conferences and publications.
Citation
Neale, Corinne (2008, June 1). Best practice and remaining challenges for credit economic capital. In the Journal of Risk Management in Financial Institutions, Volume 1, Issue 3. https://doi.org/10.69554/EBRL7984.
© Henry Stewart
Publications LLP
Publications LLP