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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]