1 - 2 of 2 results (0.44 seconds)
Sort By:
  • A capital allocation based on a solvency exchange option
    A capital allocation based on a solvency exchange option This is an abstract for a paper that introduces ... allocation method based on the idea of a solvency exchange option. Allocation;Insurance;Risk Management; 14457 ...

    View Description

    • Authors: Joseph Hyun-Tae Kim
    • Date: Nov 2008
  • Measuring and managing systemic risk
    managing systemic risk This abstract describes a paper that proposes the use of the Co Conditional Tail ... 'CoCTE' to measure systemic risk and endogenizes the pro-cyclicality of capital requirements. Conditional ...

    View Description

    • Authors: Phelim Boyle, Joseph Hyun-Tae Kim
    • Date: Jul 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systemic risk