| ERM Resource |
19/06/2019 |
Credit Risk Concentrations under Stress |
Banking, Basel II, Concentration, Concentration Risk, Credit Risk Models, No category, Stress Scenarios, Tail dependence, value at risk |
| ERM Resource |
07/09/2017 |
Risk Accounting: The Risk Data Aggregation and Risk Reporting (BCBS 239) Foundation of Enterprise Risk Management (ERM) and Risk Governance |
Basel II, Basel III, BCBS 239, Enterprise risk, ERM and Risk Management Framework, Governance, No specific risk, operational risk, Risk accounting, Risk appetite, Risk Culture, Risk Data Aggregation, risk management, Risk Measurement, Risk Reporting and Communication |
| ERM Resource |
07/09/2017 |
Catch Me If You Can: Tightening the Risk Reins |
Banks, Basel II, No specific risk, regulatory constraints, risk calculations, Strategy, technology |
| ERM Resource |
07/09/2017 |
Three Rs for 2015: Breaking Down Risk Roadblocks |
Banking, Basel II, No specific risk, right-time risk, risk alignment, Risk at inception, Strategy |
| ERM Resource |
07/09/2017 |
Should the insurance industry be banking on risk escalation for solvency II? |
Basel II, Operational Risk, operational risk, Regulation, Regulation Risk, Risk Escalation, Risk Regulation, Solvency II |
| ERM Resource |
29/07/2015 |
Single-name concentration risk in credit portfolios: a comparison of concentration indices |
Banking, Basel II, Concentration Risk, Credit and Counterparty Risk, Gini Index, Hall-Tidemann index, Hannah-Kay index, HerfindahlHirschman index, Risk Management Tools and Techniques, Theil entropy index |
| ERM Resource |
29/07/2015 |
Analyzing Concentration Risk |
Basel II, Concentration Risk measures, Credit and Counterparty Risk, Risk Management Tools and Techniques |
| ERM Resource |
29/07/2015 |
Concentration RiskWhere we are |
Basel II, Concentration Risk, Diversification, Economic Capital, Multifactor models, rating agencies, Risk Management Tools and Techniques |
