ERM Resource |
07/09/2017 |
The End of Enterprise Risk Management |
Benefits of ERM, Buy-Side risk management, No specific risk, shortcomings of current ERM thinking and practice, VaR |
ERM Resource |
07/09/2017 |
Prudential regulation: is there a danger in reducing the volatility? |
jump risk, potential losses, Regulation, regulation, regulatory risk, VaR, Volatility Risk |
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 |
ERM Resource |
29/07/2015 |
Stochastic modelling of catastrophe risks in DFA models |
Catastrophe Risk, Catastrophe Risk, DFA, event loss tables, Extreme Event Risk, Internal Models, mathematical statistical models, natural risk models, Risk Based Management, risk capital, Risk Management Tools and Techniques, Risk Management Tools and Techniques, Statistical Models, stochastic models, storm risk, value- and risk-based management, VaR |
ERM Resource |
29/07/2015 |
Measuring and Managing Catastrophe Risk |
Catastrophe Risk, Catastrophe Risk, Concentration Risk, event loss tables, Internal Models, mathematical statistical models, natural risk models, risk, risk capital, Risk Management Tools and Techniques, Risk Management Tools and Techniques, Statistical Models, stochastic models, storm risk, value- and risk-based management, VaR |
ERM Resource |
25/06/2015 |
CVAR proxies for minimizing scenario-based value-at-risk |
CVaR, No specific risk, Risk Optimisation, VaR |
ERM Resource |
25/06/2015 |
Portfolio Optimisation Using Value at Risk |
Modelling, Modern Portfolio Theory, No specific risk, Portfolio optimization, Risk Management Tools and Techniques, Risk Optimisation, VaR |