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Risk Accounting: The Risk Data Aggregation and Risk Reporting (BCBS 239) Foundation of Enterprise Risk Management (ERM) and Risk Governance Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 In the period following the global financial …

Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 The Basel Committee on Banking Supervision recently proposed …

Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 This paper examines the consequences for a life annuity insurance company if the Solvency II …

Market Reactions to Enterprise Risk Management Adoption Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 Enterprise Risk Management (ERM) is a process that integrates all of a firm’s risks in a holistic way. Prior literature has provided …

Prudential regulation: is there a danger in reducing the volatility? Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 Prudential regulations adopted in response to recent crises aim to reduce risks faced by financial institutions. …

Insurability of Cyber Risk: An Empirical Analysis Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 This paper discusses the adequacy of insurance for managing cyber risk. To this end, we extract 994 cases of cyber losses from an …

Enterprise risk management and continuous re-alignment in the pursuit of accountability: A German case Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 By three distinct insights, this study complements previous studies and helps explain …

Identifying risks in the realm of enterprise risk management Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 The effectiveness of ERM is governed in part by the strength and breadth of its practices and processes. An essential element in …

Extreme Events for Insurers: Correlation, Models and Mitigations Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 The modelling and mitigation of extreme events is complex due to scarcity of experience data, emergence of new risks, …

The Increasing Importance of Operational Risk in Enterprise Risk Management Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 Enterprise Risk Management, as a corporate undertaking, has its deepest roots in financial services. Historically, …

Enterprise risk management: A systems-thinking framework for the event identification phase Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 Guidelines for developing and implementing a program of enterprise risk management have been …

Successful Implementation of Enterprise Risk Management in State Transportation Agencies Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 The primary objectives of this project are to identify, analyse, and describe successful ERM …