Content type Date Title Tags
ERM Resource Model Risk Management: Quantitative and Qualitative Aspects Model RiskModel RiskNo category
ERM Resource Robust risk measurement and model risk Model RiskNo categoryRisk measures; Validation of pricing models; Derivatives risk management; Risk management
ERM Resource Mastering Model Risk:
Assessment, Regulation
and Best Practices 		Model RiskModel RiskNo category
ERM Resource SAI Wider Fields Group - Reading List: Climate Change and Resource Availability
 		Climate RiskExtreme Event RiskNo categoryReading List
ERM Resource Internal model in life insurance : application of least squares monte carlo in risk assessment Economic balance sheetEconomic Capitalleast squares Monte CarloLife InsuranceNo specific riskRisk appetiterisk managementRisk Management Tools and TechniquesSolvency IIstochastic models
ERM Resource An application of Monte Carlo proxy techniques to variable annuity business: A case study Monte Carlo techniquesNo specific riskRisk Management Tools and Techniques
ERM Resource Research Paper on Operational Risk No categoryOperational Riskoperational risk
ERM Resource Credit Risk Transfer and Contagion Contagion RiskCredit and Counterparty RiskFinancial innovationNo categoryPareto inferior
ERM Resource Contagion Risk in the International Banking System and Implications for London as a Global Financial Center bank soundnessco-exceedanceContagion RiskContagion Riskdistance-to-defaultExtreme Value TheoryLOGITNo category
ERM Resource To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies Demographic RiskDemographic RiskRisk Management Tools and Techniques
ERM Resource Optimal hedging of demographic risk in life
insurance 		Demographic RiskhedgingMean-varianceMortality derivativesOptimal design of derivativesRisk Management Tools and TechniquesRisk OptimisationStochastic mortality
ERM Resource Measuring systemic risk: A risk management approach BankingContagion RiskContagion RiskNo categorySystemic RiskSystemic Risk
ERM Resource Good and bad credit contagion: Evidence from credit default swaps Contagion RiskContagion RiskCounterparty Default RiskNo category
ERM Resource Contagion Effects in the Insurance Industry Contagion RiskContagion RiskNo category
ERM Resource Discussion: Assessing Systematic Risk in the Insurance Sector Contagion RiskContagion RiskNo categorySystemic Risk