ERM Resource |
|
Factors Influencing The Adoption Of Enterprise Risk Management (ERM) Practices By Banks In Zimbabwe |
bank failurecontrolsNo specific riskRegulationregulationrisk embeddingRisk Governancetraditional risk management |
ERM Resource |
|
Risk Accounting: The Risk Data Aggregation and Risk Reporting (BCBS 239) Foundation of Enterprise Risk Management (ERM) and Risk Governance |
Basel IIBasel IIIBCBS 239Enterprise riskERM and Risk Management FrameworkGovernanceNo specific riskoperational riskRisk accountingRisk appetiteRisk CultureRisk Data Aggregationrisk managementRisk MeasurementRisk Reporting and Communication |
ERM Resource |
|
Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk |
Capital Requirementsexpected shortfallModel RiskNo specific riskRisk Reporting and Communicationvalue-at-risk |
ERM Resource |
|
Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall |
equity riskexpected shortfallInterest Rate RiskLongetivity RiskRegulationSolvency Capital RequirementSolvency IIvalue-at-risk |
ERM Resource |
|
Market Reactions to Enterprise Risk Management Adoption |
Abnormal ReturnsEnterprise Risk Management (ERM)ERM and Risk Management FrameworkinsuranceNo specific risk |
ERM Resource |
|
Prudential regulation: is there a danger in reducing the volatility? |
jump riskpotential lossesRegulationregulationregulatory riskVaRVolatility Risk |
ERM Resource |
|
Insurability of Cyber Risk: An Empirical Analysis |
Cyber InsuranceCyber RiskCyber RiskEmerging RisksinsurabilityOperational Riskoperational risk |
ERM Resource |
|
Bubbles, Cycles and Insurers’ ERM – What Just Happened? |
bubblesCDOscycle managementDiversificationFinancial Crisislessons learnedLeveragemark to market accountingNo specific riskRisk Identification and Classification |
ERM Resource |
|
Derivatives, AIG and the Future of Enterprise Risk Management |
balance sheetBasis RiskCDScredit riskDerivativesERMFinancial CrisisRisk Management Tools and TechniqueRisk Modelling |
ERM Resource |
|
The Democratization of Risk Management |
Financial CrisisHousing bubbleLiquidity RiskRisk Management Tools and TechniqueRisk models |
ERM Resource |
|
Reaffirming Your Company’s Commitment to ERM in Light of the Financial Crisis |
Economic CapitalERMFinancial CrisisNo specific riskRisk CultureRisk Culture |
ERM Resource |
|
Insurance Criteria: Nonlife Insurance Risk Control Criteria And Their Role In Enterprise Risk Management |
Actuarial / Risk Control CycleCatastrophe Riskcommercial insurancecycle managementInsurance RiskReinsuranceReserve Risk,Risk Identificationrisk learningrisk limits and standardsrisk management and controlrisk monitoringS&P criteria |
ERM Resource |
|
Economic Scenario Generators and Solvency II |
Counterparty Default Riskcredit riskEconomic AssumptionsEconomic CapitalEconomic Scenario GeneratorEnterprise Risk ManagementGovernanceMarket Consistent ValuationMarket RiskRegulatory capitalregulatory riskRisk Management Tools and TechniquesSolvency II |
ERM Resource |
|
Enterprise risk management: does it add value and could it add more value? |
Benefits of ERMERMNatural DisastersNo specific riskriskRisk appetiteRisk Culturestress testsUS Banks |
ERM Resource |
|
ERM Framework and Perspective |
ActuariesBlack Swan eventsBoard FunctionsCOSOERMERM and Risk Management FrameworkExtreme Event RiskManagement ProcessesOperational RiskRisk CultureRisk MitigationRisk Modelling |