Economic Capital

Content type Date Sort ascending Title Tags
ERM Resource 07/09/2017 Creating Value Through Enterprise Risk Management Economic Capital, ERM, ERM and Risk Management Framework, No specific risk, risk aggregation, Risk Culture, Risk Metrics, risk taking
ERM Resource 07/09/2017 Reaffirming Your Company’s Commitment to ERM in Light of the Financial Crisis Economic Capital, ERM, Financial Crisis, No specific risk, Risk Culture, Risk Culture
ERM Resource 07/09/2017 Economic Scenario Generators and Solvency II Counterparty Default Risk, credit risk, Economic Assumptions, Economic Capital, Economic Scenario Generator, Enterprise Risk Management, Governance, Market Consistent Valuation, Market Risk, Regulatory capital, regulatory risk, Risk Management Tools and Techniques, Solvency II
ERM Resource 29/07/2015 Understanding the Effect of Concentration Risk in the Banks Credit Portfolio: Indian Cases Banking, Concentration Risk, Credit and Counterparty Risk, Credit Concentration, Economic Capital, Risk Management Tools and Techniques
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 Internal model in life insurance : application of least squares monte carlo in risk assessment Economic balance sheet, Economic Capital, least squares Monte Carlo, Life Insurance, No specific risk, Risk appetite, risk management, Risk Management Tools and Techniques, Solvency II, stochastic models
ERM Resource 25/06/2015 Risk capital allocation for RORAC optimization? Capital Allocation, Economic / Risk Based Capital, Economic Capital, Euler allocation, Gradient allocation, No specific risk, risk capital, Risk Optimisation, RORAC
ERM Resource 25/06/2015 ERM and the Insurance Industry: Investigating the Source of Value Benefits of ERM, Decision Making, Economic Capital, No specific risk, Organization of Risk Management, Risk Management Objectives, Risk Measurement, Risk Reporting, Strategy