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 |