Cost of Capital

Content type Date Title Tags
ERM Resource 07/09/2017 Critical review of literature on enterprise risk management and the cost of capital: The value creation perspective Benefits of ERM, Cost of Capital, Enterprise Risk Management, Idiosyncratic risk, No specific risk, risk premium
ERM Resource 07/09/2017 A Cost of Capital Approach to Credit and Liquidity Spreads Contagion Risk, Contagion Risk, Cost of Capital, credit risk, credit spreads, Economic / Risk Based Capital, insurance liabilities, Liquidity Risk, Parameter Risk, Parameter Risk
ERM Resource 07/09/2017 A Shortcut to Calculating Return on Required Equity and Its Link to Cost of Capital Cost of Capital, Economic / Risk Based Capital, GAAP reserve, No specific risk, parallel risk measures, Return on required equity, target loss ratio
ERM Resource 25/06/2015 Possible Unintended Consequences of Basel III and Solvency II Basel III, Cost of Capital, Funding, Interconnectedness., No specific risk, Regulation, Solvency II