VaR

Content type Date Title Tags
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 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 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