Date
Time

6pm - Tea/Coffee

6.30pm - Meeting

Venue
Alexander Hotel

Risk Measurement - Is VAR the right measure?

In this presentation Deirdre and Padraic examine various different risk measures, discussing their relative strengths and weaknesses and their use in regulatory systems. There is a particular focus on VAR given its use in Solvency II and the criticism that this measure has received over the past couple of years. Wider risk measurement topics are also covered.



This presentation is part of the ERM series examining the topics covered in ST9.

 

To access podcast please contact the Society: info@actuaries.ie 

Cost (members)
No charge
Cost (non-members)
€50
Event Type
Evening Meeting
Speakers/Presenters
Padraic O'Malley & Deirdre Henn
File attachments
Date Attachment Size
30/11/2016 110124 - Risk meaurment is VAR the right measure.pdf 177.72 KB Download