ERM Resource |
17/05/2019 |
Quantitative risk management in gas injection project: a case study from Oman oil and gas industry |
Monte Carlo simulation, Project Management, Project Risk Quantitative Assessment, Quantitative analysis, Risk analysis, Risk Management |
ERM Resource |
07/09/2017 |
Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins |
Contagion Risk, Economic / Risk Based Capital, Market cost of capital, Monte Carlo simulation, No specific risk, Parameter Risk, risk margins |
ERM Resource |
29/07/2015 |
Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects |
Concentration Risk, Credit and Counterparty Risk, Diversification, Granularity adjustment, Idiosyncratic risk, Monte Carlo simulation, Risk Management Tools and Techniques, Systemic Risk, value at risk |
ERM Resource |
29/07/2015 |
Reputational effects of Operational Risk Events for Financial Institutions |
abnormal return, Economic capital., event study, internal fraud, market model, Monte Carlo simulation, No category, Operational Risk, operational risk, Reputational Risk, Value atrisk |