Towers Perrin: Calculating Economic Capital
Insurers are adopting mark-to-market accounting over a one-year time horizon to calculate economic capital. When combined with stress testing, it¿s an approach that yields quick insights into exposure to risk.
By Ian Farr, Joe Lebens, Hubert Mueller and Mark J. Scanlon
To read more of this piece from Towers Perrin about the EC model and creating value, click here.
May 1, 2008
Copyright 2008© LRP Publications