expected loss
Content type | Date Sort ascending | Title | Tags |
---|---|---|---|
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 | 29/07/2015 | Evolution of Loss Reserve Risk | expected loss, Reserving Risk, Risk Management Tools and Techniques, Risk modelling over time, time horizon, VaR |