Market Risk

Content type Date Sort ascending Title Tags
ERM Resource 23/11/2018 A wavelet-based assessment of market risk: The emerging markets case equity risk, Market Risk, Market risk; Variance; CAPM; Beta coefficient; Continuous wavelet transform; Emerging markets.
ERM Resource 07/09/2017 Money is no object: Understanding the evolving cryptocurrency market Bitcoin, Cryptocurrency, Cyber Risk, Emerging Risks, Market Risk, opportunities, threats, Volatility, Volatility Risk
ERM Resource 07/09/2017 The Relationship between Enterprise Risk Management (ERM) and Firm Value: Evidence from Malaysian Benefits of ERM, Enterprise Risk Management, firm value, Malaysia, Market Risk, Public Listed Companies, Risk Management Tools and Techniques
ERM Resource 07/09/2017 Economic Scenario Generators and Solvency II Counterparty Default Risk, credit risk, Economic Assumptions, Economic Capital, Economic Scenario Generator, Enterprise Risk Management, Governance, Market Consistent Valuation, Market Risk, Regulatory capital, regulatory risk, Risk Management Tools and Techniques, Solvency II
ERM Resource 07/09/2017 Pension Risk: Risk Management for Pension Schemes Covenant Risk, Currency Risk, Defined Benefit, ERM, ERM and Risk Management Framework, investment risk, Longevity Risk, Market Risk, Operational Risk, pension, Risk Manager, Strategic Risk, Strategy
ERM Resource 07/09/2017 The financial risk management of the Eurosystem’s monetary policy operations Counterparty Default Risk, credit risk, Economic / Risk Based Capital, eurosystem, Interest Rate Risk, Liquidity Risk, Market Risk, monetary policy, operational risks, risk reporting and monitoring, risks
ERM Resource 29/10/2015 Consumer Protection Outlook Report 2015 Behavioural Risk, Market Risk, No category
ERM Resource 29/10/2015 Global Risk Management Survey 2015 Cyber Risk, ERM Guidance, Market Risk, Reputational Risk