VaR

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
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