Endnotes
1 Standard & Poor's RatingsDirect Annual global corporate default study and rating transitions 2007 February 5, 2008
2 Allianz Group Annual Report 2007
3 C. Hall, Economic capital: Towards an integrated risk framework Risk October, 200233-38
4 See, for example R. Jameson, Between RAROC and a hard place ERisk 2001 February D. Belmont, Value-added risk management in financial institutions: Leveraging Basel II & risk adjusted performance measurement 2004 John Wiley & Sons (Asia) Pte Ltd Singapore
5 W. Cohen, Why Wall Street has to alter its financial incentives Financial Times February 25, 2008Reforms of bankers' pay in the spotlight Financial Times May 22, 2008
6 This point also is made in M. Crouhy, S. Turnbull, L. Wakeman ...
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