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Risk Accounting: A Next Generation Risk Management System for Financial Institutions
Risk Management Symposium, Chicago. The stated purpose of this paper is to consider whether a more ... more comprehensive and timely measurement framework for risk exposure is now needed and to examine one possible ...- Authors: Peter Hughes, Application Administrator
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Public Policy
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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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Effective Risk-Based Decision Making: ORSA and Beyond
this essay, we focus on the “Prospective Solvency Assessment” aspect of the NAIC’s ORSA. This places ... and/or adjust the business strategy. We contend that by applying a slightly broader scope than the specific ...- Authors: Mark Scanlon, Guillaume Briere-Giroux
- Date: May 2012
- Competency: Leadership>Thought leadership; Results-Oriented Solutions; Strategic Insight and Integration
- Topics: Actuarial Profession>Best practices; Enterprise Risk Management; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments
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Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios 2011 Enterprise Risk Management ... an example is provided of a set of Grey Swan scenarios which correspond to the RBC C-3, Phase II. Risk-based ...- Authors: Steven Craighead
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Emerging Risk: An Integrated Framework for Managing Extreme Events
Presented at the: 2011 Enterprise Risk Management Symposium Society of Actuaries March 14-16 ... Copyright 2011 by the Society of Actuaries. All rights reserved by the Society of Actuaries. Permission ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management