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ERM Resource

Investors' Risk Appetite and Global Financial Market Conditions

Investors' Risk Appetite and Global Financial Market Conditions Submitted by Catherine McBride on Fri, 23/11/2018 - 09:32 A structural vector autoregression model is developed to analyze the dynamics of bond spreads among a sample of mature and developing …
Last updated: 23 Nov 2018
ERM Resource

A wavelet-based assessment of market risk: The emerging markets case

A wavelet-based assessment of market risk: The emerging markets case Submitted by Catherine McBride on Fri, 23/11/2018 - 09:35 A novel approach is proposed to measure market risk based on the mathematical technique of wavelets. Noteworthy heterogeneity …
Last updated: 23 Dec 2020
ERM Resource

Entropy-Based Financial Asset Pricing

Entropy-Based Financial Asset Pricing Submitted by Catherine McBride on Fri, 23/11/2018 - 09:37 This paper gives an alternative to the capital asset pricing model beta based on the entropy concept of statistical mechanics. This measure is shown to have a …
Last updated: 23 Dec 2020
News

AAE Vacancy

AAE Vacancy Submitted by Catherine McBride on Mon, 26/11/2018 - 14:22 The Actuarial Association of Europe (AAE) was established in 1978 under the name Groupe Consultatif to represent actuarial associations in Europe. Its purpose is to provide advice and …
Last updated: 26 Nov 2018
Event

Introduction to Solvency II

Introduction to Solvency II This event will provide an overview of Solvency II, including the key emerging issues and the timeline of developments that will bring us to implementation in October 2012. It is aimed primarily at actuaries practising in a …
Last updated: 10 Mar 2023
Event

Calibration of Economic Scenarios Generators: Key Challenges

Calibration of Economic Scenarios Generators: Key Challenges The webinar "Calibration of Economic Scenarios Generators: Key Challenges"  will take place on 6 February 2019 | 10:00 - 12:00 CET . The aim of this webinar is to provide a comprehensive view on …
Last updated: 28 Nov 2018
Event

Pensions Practice Professionalism Event

Pensions Practice Professionalism Event This event is now fully booked and reservations are closed. Please contact the Society at info@actuaries.ie if you would like to be placed on the waiting list This Pension Practice Professionalism event is an …
Last updated: 01 Apr 2019
Event

CORK EVENT: Pensions Practice Professionalism Event

CORK EVENT: Pensions Practice Professionalism Event This Pension   Practice Professionalism event is an interactive event for members who work, or have an interest, in the area of Pensions. In order to facilitate discussion at this event, please read …
Last updated: 28 Mar 2019