ERM Resource |
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The Relationship between Corporate Strategy and Enterprise Risk Management: Evidence from Canada |
Concentration RiskCorporate StrategyDiversificationERM and Risk Management FrameworkRisk Appetite, Risk Capacity and Risk ObjectivesRisk Exposurerisk managementStrategic RiskStrategy |
ERM Resource |
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The Financial Crisis and Lessons for Insurers |
Agency RiskBehavioural RiskBenefits of ERMConcentration RiskCredit and Counterparty RiskFinancial CrisisinsuranceLiquidity RiskModel RiskProperty Risk RegulationRisk CultureSubprime mortgagesSystemic Risk |
ERM Resource |
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ERM in insurance groups: Measuring risk concentration and default risk |
Analyzing/Quantifying RisksConcentration RiskCopulas/Multivariate DistributionsCredit and Counterparty RiskDependence Struc-turesEnterprise Risk ManagementFinancial ConglomerateInsurance GroupRisk Management Tools and Techniques |
ERM Resource |
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Solvency II Standard Formula and NAIC Risk-Based Capital (RBC)
Report 3 of the CAS Risk-Based Capital (RBC) Research Working Parties |
Catastrophe RiskConcentration RiskEconomic / Risk Based CapitalInterest Rate RiskPremium RiskRegulationReserving Risk |
ERM Resource |
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Measuring and Managing Catastrophe Risk |
Catastrophe RiskCatastrophe RiskConcentration Riskevent loss tablesInternal Modelsmathematical statistical modelsnatural risk modelsriskrisk capitalRisk Management Tools and TechniquesRisk Management Tools and TechniquesStatistical Modelsstochastic modelsstorm riskvalue- and risk-based managementVaR |
ERM Resource |
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Managing large-scale risks in a new era of catastrophes |
Catastrophe RiskConcentration RiskDisastersExtreme Event RiskFloodingHurricanesPoliciesPremium RiskRisk Management Tools and TechniquesTerrorism |
ERM Resource |
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Assessing concentration risk in individual countries |
Concentration RiskDiversificationEquitiesInvestmentMarket capitalisationReturnriskVolatility |
ERM Resource |
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Concentration RiskWhere we are |
Basel IIConcentration RiskDiversificationEconomic CapitalMultifactor modelsrating agenciesRisk Management Tools and Techniques |
ERM Resource |
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Measuring the Risk Concentration of Investment Portfolios |
Concentration RiskDiversificationEquity RiskGini coefficientInvestmentLorenz curvesRisk Management Tools and TechniquesVolatility |
ERM Resource |
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Understanding the Effect of Concentration Risk in the Banks Credit Portfolio: Indian Cases |
BankingConcentration RiskCredit and Counterparty RiskCredit ConcentrationEconomic CapitalRisk Management Tools and Techniques |
ERM Resource |
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Efficient Concentration Risk Measurement in Credit Portfolios with Haar Wavelets |
BaselConcentration RiskCredit and Counterparty RiskHaar waveletsLaplace transformOption PricingPortfolio Credit RiskRisk Management Tools and Techniques |
ERM Resource |
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Supervisory Letter - Concentration Risk |
Concentration RiskCredit and Counterparty RiskCredit defaultcredit failurecredit unionsRecessionRegulationRisk Identification and Classification |
ERM Resource |
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Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects |
Concentration RiskCredit and Counterparty RiskDiversificationGranularity adjustmentIdiosyncratic riskMonte Carlo simulationRisk Management Tools and TechniquesSystemic Riskvalue at risk |
ERM Resource |
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Concentration risk and the optimal numberof central counterparties for a single asset |
Central Counterparty (CCP)Clearing HouseConcentration RiskCredit and Counterparty RiskNo categoryOTC Derivatives |
ERM Resource |
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Managing Concentration Risk: A Community Bank Perspective |
Community bankConcentration RiskInvestmentsNo categoryregulation |