Economic / Risk Based Capital

Content type Date Title Tags
ERM Resource Risk-Based Capital (RBC) Premium Risk Charges Improvements to Current Calibration Method Analyzing/Quantifying RisksAssess/Prioritizing RisksCapital RequirementsEconomic / Risk Based CapitalIntegrating Risks.Premium Riskpremium riskreserve riskRisk Management Tools and TechniquesRisk-Based Capitalunderwriting risk
ERM Resource The one-year non-life insurance risk Dynamic Financial AnalysisEconomic / Risk Based CapitalIFRS 4 phase IIInsurance RiskPremium Riskpremium riskreserve riskReserving RiskRisk Management Tools and Techniquesrisk marginSolvency IIstochastic reserving
ERM Resource Catastrophe Task Force report on the Standardised Scenarios for the Catastrophe Risk Module in the Standard Formula 99.5% VaRCatastrophe RiskCEIOPSEconomic / Risk Based CapitalRegulationRisk Management Tools and TechniquesSCRSolvency IIstandard formula
ERM Resource Modelling the 1-in-200 Risks 1-in-200Catastrophe ModelsCatastrophe RiskEconomic / Risk Based CapitalExtreme Event RiskRisk Management Tools and TechniquesRisk Management Tools and TechniquesRMSscenario modellingSolvency IIstandard formula
ERM Resource An integrated Cost of Risk model and its application to company valuation Credit and Counterparty RiskEconomic / Risk Based Capital
ERM Resource The use of Economic Capital in ORSA Economic / Risk Based CapitalRegulation
ERM Resource Excess based allocation of risk capital Economic / Risk Based Capital
ERM Resource Insurance risk capital for the Sparre Andersen model with geometric L Economic / Risk Based CapitalRisk Management Tools and Techniques
ERM Resource Economic Capital Model Validation Economic / Risk Based Capital
ERM Resource Economic Capital and the Aggregation of Risks using Copulas Economic / Risk Based Capital
ERM Resource Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates Economic / Risk Based Capital
ERM Resource Introduction to Economic Capital Modelling Economic / Risk Based Capital
ERM Resource Living with Solvency II: An economic capital perspective from recent history Economic / Risk Based CapitalRegulation
ERM Resource Using Credit Risk Models for Regulatory Capital: Issues and Options Credit and Counterparty RiskEconomic / Risk Based CapitalRisk Management Tools and Techniques
ERM Resource A Theory of Risk Capital Economic / Risk Based Capital