99.5% VaR

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Practice Areas

Publication Types

Content type	Date Sort descending	Title	Tags
ERM Resource	29/07/2015	Catastrophe Task Force report on the Standardised Scenarios for the Catastrophe Risk Module in the Standard Formula	99.5% VaR Catastrophe Risk CEIOPS Economic / Risk Based Capital Regulation Risk Management Tools and Techniques SCR Solvency II standard formula