Economic / Risk Based Capital

Content type Date Title Tags
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 Economic Capital Model Validation Economic / Risk Based Capital
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 The use of Economic Capital in ORSA Economic / Risk Based CapitalRegulation
ERM Resource An integrated Cost of Risk model and its application to company valuation Credit and Counterparty RiskEconomic / Risk Based Capital
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 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 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 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 Calibration of the Premium and Reserve Risk Factors in the Standard Formula of Solvency II Economic / Risk Based CapitalParameterisationPremium RiskRegulationReserving Riskrisk factorsRisk Management Tools and TechniquesSCRSolvency IIstandard formula
ERM Resource A Practical Way to Estimate One-year Reserve Risk Best EstimateEconomic / Risk Based CapitalLoss ReservesOne-year Reserve RiskregulationReserving RiskRisk Management Tools and TechniquesSolvency IITechnical Provision
ERM Resource Reserve Risk Dependencies under Solvency II and IFRS 4 perspective CorrelationEconomic / Risk Based CapitalLinear-Stochastic reserving methodsRegulationReserving RiskRisk Management Tools and Techniques
ERM Resource A global framework for insurer solvency assessment Economic / Risk Based CapitalNo specific riskrisk managementSolvency