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Derivatives, AIG and the Future of Enterprise Risk Management
Derivatives, AIG and the Future of Enterprise Risk Management As one highly rated financial firm after ... up, what is the right conclusion to draw about enterprise risk management ERM? Does the financial crisis ...- Authors: Michael G Wacek
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Market-Consistent Risk Margins in Fair Value Loss Reserves
Market-Consistent Risk Margins in Fair Value Loss Reserves This paper introduces a minor modification to the Wacek ... additivity. The modification shifts the basis of the cost-of-capital risk margin embedded in the fair value ...- Authors: Michael G Wacek
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM