Essays about: "Philip Sandwall"

Found 1 essay containing the words Philip Sandwall.

  1. 1. Evaluating Capital Allocation Below Portfolio Level

    University essay from Lunds universitet/Matematisk statistik

    Author : Philip Sandwall; Oscar Ågren; [2013]
    Keywords : Mathematics and Statistics;

    Abstract : This thesis explores the ability for retail banks to allocate economic capital below portfolio level. First, a discussion about capital requirements and risk measures to provide a sound basis for determining the economic capital of the bank. READ MORE