ERM Resource |
|
Critical review of literature on enterprise risk management and the cost of capital: The value creation perspective |
Benefits of ERMCost of CapitalEnterprise Risk ManagementIdiosyncratic riskNo specific riskrisk premium |
ERM Resource |
|
A Cost of Capital Approach to Credit and Liquidity Spreads |
Contagion RiskContagion RiskCost of Capitalcredit riskcredit spreadsEconomic / Risk Based Capitalinsurance liabilitiesLiquidity RiskParameter RiskParameter Risk |
ERM Resource |
|
A Shortcut to Calculating Return on Required Equity and Its Link to Cost of Capital |
Cost of CapitalEconomic / Risk Based CapitalGAAP reserveNo specific riskparallel risk measuresReturn on required equitytarget loss ratio |
ERM Resource |
|
Possible Unintended Consequences of Basel III and Solvency II |
Basel IIICost of CapitalFundingInterconnectedness.No specific riskRegulationSolvency II |