| ERM Resource |
19/06/2019 |
Credit Risk Concentrations under Stress |
Banking, Basel II, Concentration, Concentration Risk, Credit Risk Models, No category, Stress Scenarios, Tail dependence, value at risk |
| ERM Resource |
07/09/2017 |
On the Use of Long-Term Risk Measures as an Approach to Communicating Risks |
behavioural biases, Extreme Event Risk, Extreme events, Risk measures, Risk Reporting and Communication, ruin probability, value at risk |
| ERM Resource |
07/09/2017 |
Risk, Uncertainty, and Profit for the Cyber Era: 'Knight Reconsidered' |
Cyber Insurance, Cyber Risk, Cyber Risk Modelling, Emerging Risks, expected shortfall, Model risk management, Quantitative Finance, value at risk |
| ERM Resource |
07/09/2017 |
Modelling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms |
Basel III, loss distribution approach, Operational Risk, operational risk, Reputation risk, Repution Risk, Risk Appetite, Risk Capacity and Risk Objectives, Solvency II, value at risk |
| 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 |
