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Risk Aggregation and Diversification
Risk Aggregation and Diversification This report reviews the academic literature on risk aggregation ... well as the regulatory approaches. We will point out the advantages and disadvantages of the different ...- Authors: Carole Bernard, steven vanduffel
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Conditional Tail Expectation
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The SEC’s Form PF: ORSA for Hedge Funds
The SEC’s Form PF: ORSA for Hedge Funds Description of new regulatory risk disclosure for private fund ... fund advisers. ;; Risk measurement; Risk metrics; Value at risk =VAR; Investment risk 4294992250 9/18/2012 ...- Authors: James Ramenda
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Compliance; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Optimizing CPPI Investment Strategy for Life Companies
Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for ... and market dislocations (gap risk). value at risk;variable annuities;risk metrics;Dynamic simulation models ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments