ERM Resource |
07/09/2017 |
How Not to Regulate Insurance Markets: The Risks and Dangers of Solvency II |
Asset allocation, Capital Requirements, extraterritoriality, Life insurers, pension funds, Regulation, Regulation Risk, risk absorptive capacity, riskiness of assets, Solvency II, systemic risks |
ERM Resource |
07/09/2017 |
Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk |
Capital Requirements, expected shortfall, Model Risk, No specific risk, Risk Reporting and Communication, value-at-risk |
ERM Resource |
29/07/2015 |
Risk-Based Capital (RBC) Premium Risk Charges Improvements to Current Calibration Method |
Analyzing/Quantifying Risks, Assess/Prioritizing Risks, Capital Requirements, Economic / Risk Based Capital, Integrating Risks., Premium Risk, premium risk, reserve risk, Risk Management Tools and Techniques, Risk-Based Capital, underwriting risk |