Risk Management Tools and Techniques

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
ERM Resource	29/07/2015	Study of Risk Management - Everis	ERM and Risk Management Framework No specific risk Risk Management Tools and Techniques Risk Mitigation Strategic risk
ERM Resource	29/07/2015	Efficient methods for valuing interest rate derivatives	Interest Rate Risk Interest Rates/Derivatives Risk Management Tools and Techniques
ERM Resource	29/07/2015	Fair Valuation of Life Insurance Liabilities:Integrating Demographic and Market Risk	Default Risk Demographic Risk Fair value Interest Rate Risk Life Insurance Liabilities Longevity Risk Mortality Risk Risk Management Tools and Techniques
ERM Resource	29/07/2015	Measuring Systemic Risk in the Finance and Insurance Sectors	Contagion Risk Risk Management Tools and Techniques Systemic Risk Systemic Risk; Financial Institutions; Liquidity; Financial Crises
ERM Resource	29/07/2015	Financial Stability Board - Liquidity Review	Further Resources Liquidity Risk Liquidity Risk Risk Management Tools and Techniques
ERM Resource	29/07/2015	Liquidity risk management and credit supply in the financial crisis	Currency risk Currency Risk Liquidity Risk Risk Management Tools and Techniques
ERM Resource	29/07/2015	Liquidity Risk Management	Liquidity Risk Liquidity Risk Risk Management Tools and Techniques
ERM Resource	29/07/2015	Reserve Risk Modelling: Theoretical and Practical Aspects	Best Estimate Bootstrapping Mack method reserve variability Reserving Risk Risk Management Tools and Techniques risk margin Solvency II stochastic methods
ERM Resource	29/07/2015	Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms	Currency Risk Currency risk Risk Management Tools and Techniques
ERM Resource	29/07/2015	Modelling Transparency in Disclosure: The Case of Foreign Exchange Risk Management	Currency Risk Currency risk Risk Management Tools and Techniques
ERM Resource	29/07/2015	Asymmetric Exposure to Foreign-Exchange Risk: Financial and Real Option Hedges Implemented by U.S. Multinational Corporations	Currency Risk Risk Management Tools and Techniques
ERM Resource	29/07/2015	Reserve Risk Dependencies under Solvency II and IFRS 4 perspective	Correlation Economic / Risk Based Capital Linear-Stochastic reserving methods Regulation Reserving Risk Risk Management Tools and Techniques
ERM Resource	29/07/2015	Kurtosis and skewness estimation for non-life reserve risk distribution	GLM Johnson distribution kurtosis Pareto R software Reserving Risk Risk Management Tools and Techniques skewness Triangle based methods
ERM Resource	29/07/2015	A Practical Way to Estimate One-year Reserve Risk	Best Estimate Economic / Risk Based Capital Loss Reserves One-year Reserve Risk regulation Reserving Risk Risk Management Tools and Techniques Solvency II Technical Provision
ERM Resource	29/07/2015	Evolution of Loss Reserve Risk	expected loss Reserving Risk Risk Management Tools and Techniques Risk modelling over time time horizon VaR