Risk Management Tools and Techniques

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ERM Resource Calibration of the Premium and Reserve Risk Factors in the Standard Formula of Solvency II Economic / Risk Based CapitalParameterisationPremium RiskRegulationReserving Riskrisk factorsRisk Management Tools and TechniquesSCRSolvency IIstandard formula
ERM Resource Risk-Based Capital (RBC) Premium Risk Charges Improvements to Current Calibration Method Analyzing/Quantifying RisksAssess/Prioritizing RisksCapital RequirementsEconomic / Risk Based CapitalIntegrating Risks.premium riskPremium Riskreserve riskRisk Management Tools and TechniquesRisk-Based Capitalunderwriting risk
ERM Resource One-year reserve risk including a tail factor:closed formula and bootstrap approaches Bootstrap methodClaims Development ResultNon-life InsurancePrediction errorreserve riskReserving RiskRisk Management Tools and TechniquesSolvency IITail factor
ERM Resource Methods for Estimating Premium Risk for Solvency Purposes frequency and severityparameter estimationPremium RiskRisk Management Tools and TechniquesRisk modelsTail outcomesVolatility
ERM Resource Modeling Parameter Risk in Premium Risk in Multi-Year Internal Models asymptotic normalityBayesianbootstrapInternal Risk ModelsNon-life InsuranceParameter RiskPremium RiskRisk Management Tools and TechniquesSolvency IIValue-Based Management
ERM Resource The one-year non-life insurance risk Dynamic Financial AnalysisEconomic / Risk Based CapitalIFRS 4 phase IIInsurance RiskPremium Riskpremium riskreserve riskReserving RiskRisk Management Tools and Techniquesrisk marginSolvency IIstochastic reserving
ERM Resource Principles for the management of concentration risk Concentration RiskCredit InstitutionsRegulationRisk Management Tools and Techniques
ERM Resource Single-name concentration risk in credit portfolios: a comparison of concentration indices BankingBasel IIConcentration RiskCredit and Counterparty RiskGini IndexHall-Tidemann indexHannah-Kay indexHerfindahlHirschman indexRisk Management Tools and TechniquesTheil entropy index
ERM Resource Analyzing Concentration Risk Basel IIConcentration Risk measuresCredit and Counterparty RiskRisk Management Tools and Techniques
ERM Resource Bits guide to concentration risk in outsourcing relationships Concentration RiskOutsourcingRisk Identification and ClassificationRisk Management Tools and Techniques
ERM Resource 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 Efficient Concentration Risk Measurement in Credit Portfolios with Haar Wavelets BaselConcentration RiskCredit and Counterparty RiskHaar waveletsLaplace transformOption PricingPortfolio Credit RiskRisk Management Tools and Techniques
ERM Resource Understanding the Effect of Concentration Risk in the Banks Credit Portfolio: Indian Cases BankingConcentration RiskCredit and Counterparty RiskCredit ConcentrationEconomic CapitalRisk Management Tools and Techniques
ERM Resource Concentration RiskWhere we are Basel IIConcentration RiskDiversificationEconomic CapitalMultifactor modelsrating agenciesRisk Management Tools and Techniques
ERM Resource Measuring the Risk Concentration of Investment Portfolios Concentration RiskDiversificationEquity RiskGini coefficientInvestmentLorenz curvesRisk Management Tools and TechniquesVolatility