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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 Risk 2011 Enterprise ... III by January 2015. The paper looks at the process of developing a measurement framework using Black-Scholes ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
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State-of-the-Art Risk Management System and Application
State-of-the-Art Risk Management System and Application This session from the 1995 SOA Boston Meeting ... example of option adjusted spread analysis for a single premium deferred annuity SPDA. From the Record ...- Authors: Brian Trust, Douglas A George
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
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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 ... Symposium, Chicago. This paper suggests the use of a policy event-based loss estimation method using ...- Authors: Thomas Emil Wendling
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models