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 |
07/09/2017 |
Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins |
Contagion Risk, Economic / Risk Based Capital, Market cost of capital, Monte Carlo simulation, No specific risk, Parameter Risk, risk margins |
ERM Resource |
07/09/2017 |
Accenture 2015 Global Risk Management Study: Capital Markets Report |
Capital markets, digital disruption, Economic / Risk Based Capital, emerging threats, No specific risk, Operational Risk Management, Risk Culture |
ERM Resource |
07/09/2017 |
The financial risk management of the Eurosystem’s monetary policy operations |
Counterparty Default Risk, credit risk, Economic / Risk Based Capital, eurosystem, Interest Rate Risk, Liquidity Risk, Market Risk, monetary policy, operational risks, risk reporting and monitoring, risks |
ERM Resource |
07/09/2017 |
Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean–variance analysis |
Basel regulations, capital requirement regulation, Economic / Risk Based Capital, market line, No specific risk, regulated capital, risk management, value-at-risk |
ERM Resource |
07/09/2017 |
Model uncertainty in risk capital measurement |
Bayesian model averaging, Economic / Risk Based Capital, Historical simulation, Model error, Model uncertainty, No specific risk, Value-at-Risk., Worst-case approach |
ERM Resource |
07/09/2017 |
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach |
Change of Measure approach, Economic / Risk Based Capital, Operational Risk, Operational risk capital, scenario analysis |
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 |
Economic Capital: An Alternate Copula-Free Approach |
accounting data, Economic / Risk Based Capital, Economic capital model, expected loss, leverage ratios, No specific risk |
ERM Resource |
28/09/2015 |
ORSA process implementation for internal stakeholders |
Compliance and Corporate Governance, Economic / Risk Based Capital, ORSA, Regulation |
ERM Resource |
28/09/2015 |
Stepping Stones to ORSA: Looking beyond the preparatory phase to Solvency II |
Compliance and Corporate Governance, Economic / Risk Based Capital, ORSA, Regulation |
ERM Resource |
29/07/2015 |
A global framework for insurer solvency assessment |
Economic / Risk Based Capital, No specific risk, risk management, Solvency |
ERM Resource |
29/07/2015 |
Reserve Risk Dependencies under Solvency II and IFRS 4 perspective |
Correlation, Economic / Risk Based Capital, Linear-Stochastic reserving methods, Regulation, Reserving Risk, Risk Management Tools and Techniques |
ERM Resource |
29/07/2015 |
A Practical Way to Estimate One-year Reserve Risk |
Best Estimate, Economic / Risk Based Capital, Loss Reserves, One-year Reserve Risk, regulation, Reserving Risk, Risk Management Tools and Techniques, Solvency II, Technical Provision |
ERM Resource |
29/07/2015 |
Calibration of the Premium and Reserve Risk Factors in the Standard Formula of Solvency II |
Economic / Risk Based Capital, Parameterisation, Premium Risk, Regulation, Reserving Risk, risk factors, Risk Management Tools and Techniques, SCR, Solvency II, standard formula |