Search

Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Is there something special, with respect to risk and capital, about a financial conglomerate that combines banking, …

Economic Capital Model Validation Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 The paper considers Economic Capital Model (ECM) validation from different viewpoints: regulators, management, rating agencies and parallel developments in the …

The use of Economic Capital in ORSA Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 A presentation for the 2013 Investment Seminar on the use of economic capital for the ORSA. Regulation Economic / Risk Based Capital Bogie Ozdemir Tue, 07/04/1905 - …

Excess based allocation of risk capital Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 In this paper we propose a new rule to allocate risk capital to portfolios or divisions within a firm. Specifically, we determine the capital allocation that …

Insurance risk capital for the Sparre Andersen model with geometric L Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Some multi-period insurance risk economic capital models that include the effects of heavy-tail claims and random returns are …

An integrated Cost of Risk model and its application to company valuation Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 This paper proposes a new and integrated approach of measuring risk and the associated cost. The model is developed from the …

Value-based Enterprise Risk Management Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Looking for a means of quantifiying value in ERM? The process suggested here may be exactly what you’re looking for.   A short article by Sim Segal. Benefits of …

Optimization of the Enterprise Risk Portfolio Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23   We demonstrate an integrated enterprise risk management solution in order to optimize the risk portfolio, identify natural hedges, create an optimal …

Enterprise Risk Management: Application and Case Studies Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 A presentation by Kristina Narvaez including an overview of the Enterprise Risk Management framework and various case studies. Case Studies …

Risk Management Framework: All Steps Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Risk communication is defined as any two-way communication between stakeholders about the existence, nature, form, severity, or acceptability of risks. It is …