Content type Date Title Tags
ERM Resource Bailouts and Systemic Insurance Contagion RiskNo category
ERM Resource Measuring Systemic Risk in the Finance and Insurance Sectors Contagion RiskRisk Management Tools and TechniquesSystemic RiskSystemic Risk; Financial Institutions; Liquidity; Financial Crises
ERM Resource Systemic Risk and the U.S. Insurance Sector Contagion RiskNo categorySystemic RiskSystemic Risk
ERM Resource Liquidity risk management and credit supply in the financial crisis Currency RiskCurrency riskLiquidity RiskRisk Management Tools and Techniques
ERM Resource Liquidity Risk Management Liquidity RiskLiquidity RiskRisk Management Tools and Techniques
ERM Resource Financial Stability Board - Liquidity Review Further ResourcesLiquidity RiskLiquidity RiskRisk Management Tools and Techniques
ERM Resource A dynamic contagion process for modelling contagion risk in finance and insurance Contagion RiskContagion RiskCredit RiskMarkov processNo category
ERM Resource Reserve Risk Modelling:
Theoretical and Practical
Aspects 		Best EstimateBootstrappingMack methodreserve variabilityReserving RiskRisk Management Tools and Techniquesrisk marginSolvency IIstochastic methods
ERM Resource Forward and spot exchange rates Currency RiskCurrency riskNo category
ERM Resource Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms Currency RiskCurrency riskRisk Management Tools and Techniques
ERM Resource Modelling Transparency in Disclosure: The Case of Foreign Exchange Risk Management Currency RiskCurrency riskRisk Management Tools and Techniques
ERM Resource Asymmetric Exposure to Foreign-Exchange Risk: Financial and Real Option Hedges Implemented by U.S. Multinational Corporations Currency RiskRisk Management Tools and Techniques
ERM Resource Reserve Risk Dependencies under Solvency II and IFRS 4 perspective CorrelationEconomic / Risk Based CapitalLinear-Stochastic reserving methodsRegulationReserving RiskRisk Management Tools and Techniques
ERM Resource Kurtosis and skewness estimation for non-life reserve risk distribution GLMJohnson distributionkurtosisParetoR softwareReserving RiskRisk Management Tools and TechniquesskewnessTriangle based methods
ERM Resource A Practical Way to Estimate One-year Reserve Risk Best EstimateEconomic / Risk Based CapitalLoss ReservesOne-year Reserve RiskregulationReserving RiskRisk Management Tools and TechniquesSolvency IITechnical Provision