Diversification

Content type

Practice Areas

Publication Types

Content type	Date Sort descending	Title	Tags
ERM Resource	21/05/2015	The Relationship between Corporate Strategy and Enterprise Risk Management: Evidence from Canada	Concentration Risk Corporate Strategy Diversification ERM and Risk Management Framework Risk Appetite, Risk Capacity and Risk Objectives Risk Exposure risk management Strategic Risk Strategy
ERM Resource	29/07/2015	Assessing concentration risk in individual countries	Concentration Risk Diversification Equities Investment Market capitalisation Return risk Volatility
ERM Resource	29/07/2015	Concentration RiskWhere we are	Basel II Concentration Risk Diversification Economic Capital Multifactor models rating agencies Risk Management Tools and Techniques
ERM Resource	29/07/2015	Measuring the Risk Concentration of Investment Portfolios	Concentration Risk Diversification Equity Risk Gini coefficient Investment Lorenz curves Risk Management Tools and Techniques Volatility
ERM Resource	29/07/2015	Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects	Concentration Risk Credit and Counterparty Risk Diversification Granularity adjustment Idiosyncratic risk Monte Carlo simulation Risk Management Tools and Techniques Systemic Risk value at risk
ERM Resource	07/09/2017	The Fabric of ERM	Diversification ERM and Risk Management Framework Loss controlling No specific risk Risk trading and Risk steering
ERM Resource	07/09/2017	Bubbles, Cycles and Insurers’ ERM – What Just Happened?	bubbles CDOs cycle management Diversification Financial Crisis lessons learned Leverage mark to market accounting No specific risk Risk Identification and Classification