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The Influence of Enterprise Risk Management on Insurers’ Stock Market Performance: An Event Analysis
Following the long bull market from 1982 to 2000, the world stock market crashed in 2002. ... losses in the U.S. capital market was calculated at USD 7,000 billion since March 2000. In the insurance sector ...- Authors: MADHUSUDAN ACHARYYA
- Date: Apr 2009
- Competency: 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 of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity ... Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise Risk Management Symposium ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Public Policy
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A new approach to assessing model risk in high dimensions
Universita¨t Mu¨nchen where the paper was completed. S. Vanduffel acknowledges the financial support of the ... wants to estimate the VaR of the aggregate portfolio S = ∑d i=1Xi at a given high confidence interval; see ...- Authors: Carole Bernard, steven vanduffel
- Date: Mar 2015
- Topics: Enterprise Risk Management; Finance & Investments
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Knowledge Management and Enterprise Risk Management Implementation in Financial Services
Knowledge Management and Enterprise ... Financial Services Eduardo Rodriguez John S. Edwards ... our risk knowledge management? Von Krogh et al. (2000) identified a clue that can be applied to this need ...- Authors: John S Edwards, EDUARDO RODRIGUEZ
- Date: Apr 2009
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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Capital Allocation in the Property-Liability Insurance Industry
Capital Allocation in the Property-Liability Insurance Industry This is Table 2 from a March ... Property-Liability Insurance Industry This is Table 2 from a March 2011 presentation at the 2011 Enterprise ...- Authors: Stephen P D'Arcy
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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An Alternative Frequency Dependence Model and its Applications
calculate its total operational risk exposure.” (U.S. Office of the Federal Register, National Archives ... n= = . If 1( ,..., ) nC u u is the distribution function of 1( , , ) nU U , then the distribution ...- Authors: SHUBIAO LI
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods
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Enterprise Risk Management and Diversification Effects for Property and Casualty Insurance Companies
Enterprise Risk Management and Diversification Effects for Property and Casualty Insurance Companies ... performance premium. Using the Standard and Poor’s (S&P) ERM ratings from 2006 to 2012, we find that ...- Authors: Vickie Bajtelsmit, Tianyang Wang
- Date: Mar 2015
- Competency: External Forces & Industry Knowledge; Professional Values
- Topics: Enterprise Risk Management
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The Strategic Implications of Enterprise Risk Management: A Framework
Risk in the 21st Century”, Fortune (February 7, 2000): 202, said, “Risk—let’s get this straight up front—is ... Standard • Airmic • RIMS Risk Maturity Model • U.S. Federal Aviation Administration Safety Risk Management ...- Authors: Ezeosa Dafikpaku
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives
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The Importance of Being Transparent - Theory and Implementation Specifics for an Integrated Risk Measurement Model for P&C Companies
stochastic actuarial models (Barnett and Zehnwirth (2000), England and Verrall (2002)) clearly shows th ... extensive database of insurance losses of all U.S. insurance companies and is working to acquire ...- Authors: Tim Freestone, ALEX V TARTAKOVSKI, Roman Gutkovich
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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A Life Contingency Approach for Physical Assets: Create Volatility to Create Value
A Life Contingency Approach for Physical Assets: Create Volatility to Create Value 2011 SOA Enterprise Risk ... referenced paper. Enterprise risk management=ERM;Mortality risk; 28299 3/14/2011 12:00:00 AM ...- Authors: Thomas Emil Wendling
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management