| ERM Resource |
|
Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk |
Capital Requirementsexpected shortfallModel RiskNo specific riskRisk Reporting and Communicationvalue-at-risk |
| ERM Resource |
|
Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall |
equity riskexpected shortfallInterest Rate RiskLongetivity RiskRegulationSolvency Capital RequirementSolvency IIvalue-at-risk |
| ERM Resource |
|
Risk, Uncertainty, and Profit for the Cyber Era: 'Knight Reconsidered' |
Cyber InsuranceCyber RiskCyber Risk ModellingEmerging Risksexpected shortfallModel risk managementQuantitative Financevalue at risk |
| ERM Resource |
|
Model Risk of Risk Models |
Basel IIICoVaRexpected shortfallfinancial stabilityMESModel RiskModel RiskNo categoryrisk managementSystemic RiskValue{at{Risk |