Risk Management Tools and Techniques

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Content type	Date Sort ascending	Title	Tags
ERM Resource	29/07/2015	Calibration of the Premium and Reserve Risk Factors in the Standard Formula of Solvency II	Economic / Risk Based Capital Parameterisation Premium Risk Regulation Reserving Risk risk factors Risk Management Tools and Techniques SCR Solvency II standard formula
ERM Resource	29/07/2015	Risk-Based Capital (RBC) Premium Risk Charges Improvements to Current Calibration Method	Analyzing/Quantifying Risks Assess/Prioritizing Risks Capital Requirements Economic / Risk Based Capital Integrating Risks.premium risk Premium Risk reserve risk Risk Management Tools and Techniques Risk-Based Capital underwriting risk
ERM Resource	29/07/2015	One-year reserve risk including a tail factor:closed formula and bootstrap approaches	Bootstrap method Claims Development Result Non-life Insurance Prediction error reserve risk Reserving Risk Risk Management Tools and Techniques Solvency II Tail factor
ERM Resource	29/07/2015	Methods for Estimating Premium Risk for Solvency Purposes	frequency and severity parameter estimation Premium Risk Risk Management Tools and Techniques Risk models Tail outcomes Volatility
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	29/07/2015	The one-year non-life insurance risk	Dynamic Financial Analysis Economic / Risk Based Capital IFRS 4 phase II Insurance Risk Premium Risk premium risk reserve risk Reserving Risk Risk Management Tools and Techniques risk margin Solvency II stochastic reserving
ERM Resource	29/07/2015	Principles for the management of concentration risk	Concentration Risk Credit Institutions Regulation Risk Management Tools and Techniques
ERM Resource	29/07/2015	Single-name concentration risk in credit portfolios: a comparison of concentration indices	Banking Basel II Concentration Risk Credit and Counterparty Risk Gini Index Hall-Tidemann index Hannah-Kay index HerfindahlHirschman index Risk Management Tools and Techniques Theil entropy index
ERM Resource	29/07/2015	Analyzing Concentration Risk	Basel II Concentration Risk measures Credit and Counterparty Risk Risk Management Tools and Techniques
ERM Resource	29/07/2015	Bits guide to concentration risk in outsourcing relationships	Concentration Risk Outsourcing Risk Identification and Classification Risk Management Tools and Techniques
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	Efficient Concentration Risk Measurement in Credit Portfolios with Haar Wavelets	Basel Concentration Risk Credit and Counterparty Risk Haar wavelets Laplace transform Option Pricing Portfolio Credit Risk Risk Management Tools and Techniques
ERM Resource	29/07/2015	Understanding the Effect of Concentration Risk in the Banks Credit Portfolio: Indian Cases	Banking Concentration Risk Credit and Counterparty Risk Credit Concentration Economic Capital Risk Management Tools and Techniques
ERM Resource	29/07/2015	Concentration RiskWhere we are	Basel II Concentration Risk Diversification Economic Capital Multifactor models rating agencies Risk Management Tools and Techniques
ERM Resource	29/07/2015	Measuring the Risk Concentration of Investment Portfolios	Concentration Risk Diversification Equity Risk Gini coefficient Investment Lorenz curves Risk Management Tools and Techniques Volatility