ALLOCATION AND REDUCTION OF RISK REQUIRED CAPITAL AFTER COMBINING OF THE UNITS
El-Said, D. (2007). ALLOCATION AND REDUCTION OF RISK REQUIRED CAPITAL AFTER COMBINING OF THE UNITS. EKB Journal Management System, 1(1), 253-268. doi: 10.21608/sjcs.2007.223739
Dr. Mahmoud Farouk El-Said. "ALLOCATION AND REDUCTION OF RISK REQUIRED CAPITAL AFTER COMBINING OF THE UNITS". EKB Journal Management System, 1, 1, 2007, 253-268. doi: 10.21608/sjcs.2007.223739
El-Said, D. (2007). 'ALLOCATION AND REDUCTION OF RISK REQUIRED CAPITAL AFTER COMBINING OF THE UNITS', EKB Journal Management System, 1(1), pp. 253-268. doi: 10.21608/sjcs.2007.223739
El-Said, D. ALLOCATION AND REDUCTION OF RISK REQUIRED CAPITAL AFTER COMBINING OF THE UNITS. EKB Journal Management System, 2007; 1(1): 253-268. doi: 10.21608/sjcs.2007.223739

ALLOCATION AND REDUCTION OF RISK REQUIRED CAPITAL AFTER COMBINING OF THE UNITS

مجلة الشروق للعلوم التجارية
Volume 1, Issue 1, 2007, Page 253-268  XML PDF (927.14 K)
Document Type: المقالة الأصلية
DOI: 10.21608/sjcs.2007.223739
View on SCiNiTO View on SCiNiTO
Author
Dr. Mahmoud Farouk El-Said
Abstract
This paper addresses the effect of total capital by the combining allocation in multi-line financial businesses. General results are derived in the case of multivariate Normal risks. The key result of this paper is the reduction of capital required to each risk after occurrence of combination for all risks and how to allocate that capital to risks. The allocation methodology results can be applied to financial units.
Statistics
Article View: 31
PDF Download: 35