1
-
2
of
2
results (0.53 seconds)
Sort By:
-
Arbitrage-Free Perspective On Economic Capital Calibration
risk-neutral scenarios. Because risk-neutral valuation is used, it essentially captures all the market ... market risks that can be hedged. Risk-neutral valuation assumes investment returns that are the same ...- Date: Mar 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
-
Stress Testing
Stress Testing Applications of Stress Testing Actual-to-expected=A/E=Actual to expected ratio;Sensitivity ... a time and measur- ing the magnitude of that individual assumption or risk. Key uses of sensitivity ...- Authors: Matthew Creech
- Date: Nov 2016
- Competency: Communication>Persuasive communication; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuary of the Future
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM