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Insurance Regulation: the 1-year 99.5% VaR Fallacy
Regulation: the 1-year 99.5% VaR Fallacy European insurance regulation pretends to capture and rely on the 1-year ... scientific calibration of such measure. Why? Enterprise Risk Management = ERM;Own Risk Solvency Assessment ...- Authors: Sylvestre Frezal
- Date: Aug 2017
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Extreme value theory; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Charting the Evolving Role and Authority of the CRO
Charting the Evolving Role and Authority of the CRO Findings from EY Insurance Risk Management Team's ... (annual) Insurance Chief Risk Officer Survey. Enterprise Risk Management = ERM;Own Risk Solvency Assessment ...- Authors: David Paul, Chad R Runchey
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge>General business skills; Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; General Insurance (Property & Casualty)>Capital - General Insurance; Life Insurance>Capital - Life Insurance; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Public Policy