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Risk Accounting: A Next Generation Risk Management System for Financial Institutions
of any risk culture are 1) the incentives for individual compensation that balance risk and return with ... aligned their appetite for risk to their own individual interests and that self-imposed risk and accountability ...- Authors: Peter Hughes, Application Administrator
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Public Policy
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A Risk Management Tool for Long Liabilities: The Static Control Model
hedge rolls forward in time. Table 1 below walks through the steps. TABLE 1 Monopole Static Hedge ... ′′+=′ 30)1( ZKf ′+ 3030 )( ZKff ′−′ The table assumes that at time t = 0 assets and liabilities ...- Authors: Application Administrator
- Date: Apr 2009
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management
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Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
at Craighead (2010). Its input is described in Table 1. Parameter Name Description HurstList A list ... generation. Table 1: DMFBM Calling Parameters 8 The output of DMFBM is outlined in Table 2. Parameter ...- Authors: Steven Craighead
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Development ... Conclusion………………………………………………………………………………………24 Table of Contents 1 1 Introduction For Basel ... review process with additional guidance on valuation, stress testing and liquidity risk management ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
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Effective Risk-Based Decision Making: ORSA and Beyond
that they currently focus on EC at a specific valuation date so their analysis is limited to a risk ... capital on a single measurement basis at a single valuation date, insurers will likely need to rely on various ...- Authors: Mark Scanlon, Guillaume Briere-Giroux
- Date: May 2012
- Competency: Leadership>Thought leadership; Results-Oriented Solutions; Strategic Insight and Integration
- Topics: Actuarial Profession>Best practices; Enterprise Risk Management; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments
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Implementing Risk Appetite for Variable Annuities
unique risk profile changes at the level of individual transactions. Because it is impractical to set ... we can divide these three major classes into individual controls that can be affected through changes ...- Authors: Nicholas Jacobi
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Risk appetite
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Emerging Risk: An Integrated Framework for Managing Extreme Events
presented as a means for understanding the individual, social and systemic factors that give rise to ... an understanding of how and why, at both the individual and organizational level, emerging risks may ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management