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Integrating Balanced Scorecard and Enterprise Risk Management in Banking Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 Risk management that created from credit risk management, market risk management, liquidity risk management, …

Enterprise risk management at higher education institutions: How management concepts support its implementation Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 Higher education institutions are under increased pressure from government …

Effects of Firm Size on Enterprise Risk Management of Listed Firms in Kenya Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 The purpose of this study was to investigate the effects of firm size on enterprise risk management for the listed …

S&P’s ERM Framework Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 It discusses S&P's ERM assessment guidelines where an insurer's ERM is scored as very strong (1), strong (2), adequate with strong risk controls (3), adequate (4) or weak …

Assessing the appropriateness of the Solvency 2 standard formula Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 During 2016, all Irish insurance undertakings are required to perform an assessment of the appropriateness of the standard …

Enterprise Risk Management In Private Firms: Does Ownership Structure Matter? Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 In this paper we discussed the implementation of ERM in private corporations considering the ownership structure …

Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean–variance analysis Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 In this study, the mean–variance framework is employed to analyse the impact of the …

Model uncertainty in risk capital measurement Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 The required solvency capital for a financial portfolio is typically given by a tail risk measure such as Value-at-Risk. Estimating the value of …

Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 At large financial institutions, operational risk is gaining the same importance as market and …

A Cost of Capital Approach to Credit and Liquidity Spreads Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 The market cost of capital approach has emerged as the standard for estimating risk margins for insurers’ fair value balance …

Economic Capital: An Alternate Copula-Free Approach Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 Economic capital models are getting increasingly complex. An alternate copula-free approach is presented that uses accounting data and an …

A Shortcut to Calculating Return on Required Equity and Its Link to Cost of Capital Submitted by Anonymous (not verified) on Thu, 07/09/2017 - 21:33 An insurance product’s return on required equity demonstrates how successfully its results are covering …