文件目录
3.1 Types of financial risks and loss distributions 3.2 Global Correlation Model using factor models approach
3.3 VAR (value at risk), expected shortfall and coherent risk measures
3.4 Economic capital and risk-adjusted return on capital


很详细，经济资本计算方法，VaR，CVaR，ES，UL，EL等原则及计算方式