May 28th, 2010
GC Videocast - Risk Tolerance Influences Economic Capital (Joan Lamm-Tennant)
Posted at 1:00 AM ET
Guy Carpenter’s Global Chief Economist Joan Lamm-Tennant describes how economic capital is a function of the risk profile that comes from simulation based models, but it also requires knowing the company’s risk tolerance. She reviews how hedging frees up the need for economic capital and reduces volatility.
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