| ERM Resource |
07/09/2017 |
A Cost of Capital Approach to Credit and Liquidity Spreads |
Contagion Risk, Contagion Risk, Cost of Capital, credit risk, credit spreads, Economic / Risk Based Capital, insurance liabilities, Liquidity Risk, Parameter Risk, Parameter Risk |
| 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 |
Modeling Parameter Risk in Premium Risk in Multi-Year Internal Models |
asymptotic normality, Bayesian, bootstrap, Internal Risk Models, Non-life Insurance, Parameter Risk, Premium Risk, Risk Management Tools and Techniques, Solvency II, Value-Based Management |
| ERM Resource |
10/06/2015 |
ERM for insurance companies – Adding the Investor's Point of View |
Buffer Capital, Cost of Capital Replicating Portfolio, Enterprise Risk Management (ERM), ERM and Risk Management Framework, Franchise Value, Model Risk, Model Risk; Agency Risk; Risk Governance, Parameter Risk, Risk Disclosure, risk management, Systematic Risk |
