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ERM Stochastic Analysis Tools: Risk Drivers Revealed
ERM Stochastic Analysis Tools: Risk Drivers Revealed This paper demonstrates the use of Quantile Regression in the development and understanding of conditional value at risk (VaR) models for ...- Authors: Steven Craighead
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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A Structural Model of Sovereign and Bank Credit Risk
A Structural Model of Sovereign and Bank Credit Risk Abstract: A model for analyzing the probability and severity of default of sovereign entities and banks. The methodology analyzes the risks ...- Authors: Dan diBartolomeo, Emilian Nikolaev Belev
- Date: Apr 2013
- Competency: External Forces & Industry Knowledge>External forces and business performance; Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Financial economics; Economics>Macroeconomics; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments; Finance & Investments>Capital management - Finance & Investments
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Enterprise Risk -Reward Optimization: Two Critical Approaches
Enterprise Risk -Reward Optimization: Two Critical Approaches In a very general setting this paper describes a straightforward, non-parametric approach to aggregate "stand-alone" ...- Authors: Damon D Levine
- Date: Aug 2016
- Competency: Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM
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Chairperson’s Corner
Chairperson’s Corner Hear from the chairperson on themes in the August 2016 issue of Risk Management published by the JRMS. Enterprise Risk Management = ERM;Own Risk Solvency Assessment = ORSA ...- Authors: Mark Yu
- Date: Aug 2016
- 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
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Chairperson’s Corner
Chairperson’s Corner Hear from the chairperson on themes in the December 2016 issue of Risk Management published by the JRMS. Enterprise Risk Management = ERM;Own Risk Solvency Assessment = ORSA ...- Authors: Society of Actuaries, Thomas Edward Weist
- Date: Dec 2016
- 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
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Risk Management | Issue 39, August 2017
Risk Management | Issue 39, August 2017 Read the March 2017 issue of Risk Management published by the Joint Risk Management Section. Newsletters provide practical information for the working ...- Authors: Society of Actuaries
- 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
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Editor’s Corner
Editor’s Corner Hear from the editor’s on the March 2017 issue of Risk Management published by the JRMS. Enterprise Risk Management = ERM;Own Risk Solvency Assessment = ORSA 6442478856 8/1/2017 ...- Authors: Baoyan Liu
- 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
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Strategic Portfolio Management
Strategic Portfolio Management Optimization of the liabilities to minimize the required capital, enhance the enterprise risk management and maximizing the shareholder value. Capital management; ...- Authors: Vincent Y Y Tsang, David Cosentino, Hung Pan Cheung
- Date: Dec 2017
- Competency: 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
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The AFIR-ERM Section of the International Actuarial Association (IAA)
The AFIR-ERM Section of the International Actuarial Association (IAA) In this issue, we’re pleased to share with our members some recent nice activities and initiatives of AFIR- ERM on the risk ...- Authors: Michael Sherris
- Date: Aug 2018
- 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
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Risk Management, December 2018
Risk Management, December 2018 Read the December 2018 issue of Risk Management published by the Joint Risk Management Section. Newsletters provide practical information for the working actuary, ...- Authors: Society of Actuaries
- Date: Nov 2018
- 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