Economic Capital

Content type

Practice Areas

Publication Types

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