| ERM Resource |
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Quantitative risk management in gas injection project: a case study from Oman oil and gas industry |
Monte Carlo simulationProject ManagementProject Risk Quantitative AssessmentQuantitative analysisRisk analysisRisk Management |
| ERM Resource |
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Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins |
Contagion RiskEconomic / Risk Based CapitalMarket cost of capitalMonte Carlo simulationNo specific riskParameter Riskrisk margins |
| ERM Resource |
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Measuring Concentration Risk in Bank Credit Portfolios using Granularity Adjustment: Practical Aspects |
Concentration RiskCredit and Counterparty RiskDiversificationGranularity adjustmentIdiosyncratic riskMonte Carlo simulationRisk Management Tools and TechniquesSystemic Riskvalue at risk |
| ERM Resource |
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Reputational effects of Operational Risk Events for Financial Institutions |
abnormal returnEconomic capital.event studyinternal fraudmarket modelMonte Carlo simulationNo categoryOperational Riskoperational riskReputational RiskValue atrisk |