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An application of Monte Carlo proxy techniques to variable annuity business: A case study Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Insurance and reinsurance undertakings face an ever-increasing demand from their various stakeholders for a …

Research Paper on Operational Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Operational risk losses are high profile, uncertain, and headline-grabbing. Despite the best endeavours of companies, material operational risk losses keep …

Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on …

Model Risk Management: Quantitative and Qualitative Aspects Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Model Risk Management: Quantitative and Qualitative Aspects No category Model Risk Model Risk Management Solutions Wed, 01/01/2014 - 12:00 …

Robust risk measurement and model risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Financial risk measurement relies on models of prices and other market variables, but models inevitably rely on imperfect assumptions and estimates, creating …

Mastering Model Risk: Assessment, Regulation and Best Practices Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Robust quantitative models have been an essential component of risk management and analysis for decades, but have dramatically increased …

Theory and Practice of Model Risk Management Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Model risk is a topic of great, and growing, interest in the risk management arena. Financial institutions are obviously concerned about the possibility of …

How Model Risk devestated an organization Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 To have a successful ERM program, companies must use a primary ERM model that is practical, transparent, flexible and realistic. A primary ERM model lacking …

Model Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Models are widely used in the area of financial economics, e.g. for derivative pricing, and sometimes play an indispensable role. Unlike liquid markets which have 'price' to reflect the …

How Global Changes Can Effect the Business Environment Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 In this article, PricewaterhouseCoopers (PwC) has identified five megatrends that are changing the business environment. A megatrend is a change …

Value Killers in the Current Risk Environment Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 A recent study by Deloitte LLP examined root cause issues for companies experiencing significant one-month drops in stock valuations to see if they could …

Crowdsourcing, A Tool to Tackle Emerging Strategic Risks Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 A recent Harvard Business Review article focuses on the emerging concept of crowdsourcing and how it is being used as an innovation starter. …