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Effective ERM Stakeholder Engagement
Effective ERM Stakeholder Engagement This article discusses challenges in achieving ERM stakeholder buy- in and ways to improve stakeholder engagement. Corporate governance;Enterprise risk ...- Authors: Kailan Shang
- Date: Dec 2018
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Wavelet-Based Equity VaR Estimation
Wavelet-Based Equity VaR Estimation Wavelet models are used to analyze risk by time and frequency and provide richer information than time series models. VaR 8/2/2019 12:00:00 AM ...- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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market-volatility-extreme-events
Analyze the market volatility behavior in context with historical extreme events during this webcast. There will be a focus on understanding volatility clustering and relationships, both ...- Authors: Kailan Shang, Jing Fritz
- Date: Mar 2023
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting; Modeling & Statistical Methods; Predictive Analytics
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Wavelet-Based Equity VaR Estimation
Wavelet-Based Equity VaR Estimation Economic risk analysis has two dimensions: time and frequency. Asset return varies by time because of economic cycles and economic structural changes. Risk is ...- Authors: Kailan Shang
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Extreme Events for Insurers: Correlation, Models, and Mitigation – R Program
Extreme Events for Insurers: Correlation, Models, and Mitigation – R Program This is the R programs used to develop the examples for the research report “Extreme Events for Insurers: ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: May 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management