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From Liquidity Crisis to Correlation Crisis, and the Need for “Quanls” in ERM
and Solvency II). Fair value and risk neutral valuation techniques have also been too often blindly ... some people who recommend forgetting these valuation techniques, I think they ‘’just’’ need to be ...- Authors: Stephane Loisel
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM
some people who recommend forgetting these valuation techniques, I think they “just” need to be adapted ... Sol- vency II). Fair value and risk neutral valuation techniques have also been too often blindly used ...- Authors: Stephane Loisel
- Date: Aug 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systematic risk; Modeling & Statistical Methods>Dynamic simulation models