Risk-Based Capital Allocation is a capital allocation framework that assigns financial reserves to business units or risk exposures according to their inherent risk profiles, distinguishing itself from traditional methods by explicitly linking the amount of required capital to quantified risk measures such as volatility, tail risk, or probabilistic loss estimates.
105
Publications
8.8K
Citations
161
Authors
113
Institutions
Publications per year
2017–2026
16
Variants
Risk-adjusted Capital Allocation
Parents
Publications
105
Risk in Banking and Capital Regulation
Daesik Kim, Anthony M. Santomero · The Journal of Finance · 1988 · 993 citations
Business, Finance, Risk Management +17
Coherent allocation of risk capital
Michel Denault · The Journal of Risk · 2001 · 448 citations
Business, Finance, Risk Management +17
1–5 of 105
Authors
161
- JD
5
h-index
- EF
5
h-index
- SV
4
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- AT
4
h-index
- RM
3
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1–5 of 161
Institutions
113
York University
Toronto, Canada
5 h-index
6 publications
195 citations
University of Florida
Gainesville, United States
3 h-index
3 publications
215 citations
University of California, Berkeley
Berkeley, United States
3 h-index
3 publications
121 citations
University of Wisconsin–Madison
Madison, United States
3 h-index
2 publications
41 citations
Western University
London, Canada
3 h-index
4 publications
171 citations
Vrije Universiteit Brussel
Brussels, Belgium
3 h-index
3 publications
258 citations
KU Leuven
Leuven, Belgium
3 h-index
4 publications
208 citations
University of Manchester
Manchester, United Kingdom
3 h-index
6 publications
4K citations
1–8 of 113
Venues
- Insurance Mathematics and Economics
16 publications · 747 citations
14
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- SSRN Electronic Journal
Repository · 11 publications · 686 citations
10
h-index
- Journal of Banking & Finance
8 publications · 564 citations
8
h-index
- RePEc: Research Papers in Economics
Repository · 4 publications · 117 citations
4
h-index
- European Journal of Operational Research
3 publications · 117 citations
3
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1–5