Economic / Risk Based Capital

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
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	Optimising Life Reinsurance strategy under risk-based capital measures	Economic / Risk Based Capital No specific risk Reinsurance strategy Risk appetite Risk Optimisation Risk-based frameworks
ERM Resource	10/06/2015	Minimization of the Total Required Capital by Reinsurance	capital cost correlation between losses Economic / Risk Based Capital optimal reinsurance Required capital Risk Optimisation subadditive risk measure
ERM Resource	10/06/2015	An Economic Basis for Property-Casualty Insurance Risk-Based Capital Measures (RBC Research Working Parties Report 5)	adjusted probability distribution certainty-equivalent losses Economic / Risk Based Capital exponential utility frictional capital costs optimal capital policyholder welfare Reserving Risk Solvency risk measures stochastic mean subadditivity
ERM Resource	10/06/2015	Enterprise Risk Management and the Cost of Capital	Benefits of ERM Economic / Risk Based Capital Enterprise risk management; implied cost of capital; insurance companies
ERM Resource	10/06/2015	Risk management in the new normal	behavioural risk ECM Economic / Risk Based Capital ERM and Risk Management Framework Extracting value extreme risks investment process ORSA risk management Risk models
ERM Resource	10/06/2015	Economic capital for life insurers: Embedding the model	Benefits of ERM ECM Economic / Risk Based Capital Embedding the model insurance Risk Management Tools and Techniques
ERM Resource	10/06/2015	ERM departments and business units both drive risk management: Economic capital models offer common ground	ECM Economic / Risk Based Capital Embedding the model insurance Risk Management Tools and Techniques
ERM Resource	21/05/2015	Risk Management and the Board of Directors	Board Compliance and Corporate Governance Corporate culture Decision-making Directors Economic / Risk Based Capital Oversight Policies and Procedures Risk appetite Risk Appetite, Risk Capacity and Risk Objectives Risk awareness Senior executives Tone at the top
ERM Resource	21/05/2015	Capital management in a Solvency II world	Benefits of ERM capital management Economic / Risk Based Capital Regulation Solvency II Strategy
ERM Resource	20/05/2015	Linkage of Risk Management, Capital Management and Financial Management	Agency Risk capital management Communication Credit and Counterparty Risk Economic / Risk Based Capital ERM and Risk Management Framework financial management insurance interaction Operational Risk rating agencies regulation risk management Strategy