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The Importance of Being Transparent - Theory and Implementation Specifics for an Integrated Risk Measurement Model for P&C Companies
The Importance of Being Transparent - Theory and Implementation Specifics for an Integrated Risk Measurement ... for integration of assets and liabilities in a rigorous risk management framework. The model measures ...- 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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Risk-Adjusted Underwriting Performance Measurement
Risk-Adjusted Underwriting Performance Measurement 2011 SOA Enterprise Risk Management Symposium, Chicago ... Chicago. This is an abstract of the referenced article. Taxes=Taxation;Underwriting; 28301 3/14/2011 ...- Authors: Yingjie Zhang
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture
Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture This paper builds ... builds a model that quantifies the natural hedging benefits of a portfolio of both variable annuities and ...- Authors: Guanghua Cao
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
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Adapting Banking Models to Insurer ERM
insurer ERM modeling approaches that start from the work done for banks but respond to insurance-specific ... modeling;Conditional Tail Expectation=CTE;Economic capital;Operational risks;Risk measurement;Value at risk=VAR;Credit ...- Authors: Gary G Venter
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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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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Risk Management KPIs: Efficiency Tool or Formality?
Enterprise Risk Management Symposium, Chicago. The authors' stated proposal is to keep formal compliance ... Assumptions;Committee of Sponsoring Organizations=COSO;Liquidity;Risk assessment;Risk measurement; 28286 3/14/2011 ...- Authors: Application Administrator, Application Administrator
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Enterprise Risk Management Quantification - An Opportunity
frameworks recognize the added value that the quantification of risk brings to the overall risk management ... management process. This paper discusses the need for the development of a quantification framework, which is ...- Authors: Brian Kemp, Christopher David Bohn
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Hedging Policy Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy1
Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy1 2011 ... 2011 ERM Symposium, Chicago. This is the abstract of the entitled paper. Derivatives; 28275 3/14/2011 ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Value and Actuation
Value and Actuation The purpose of this paper is to outline a framework that measures 'decision' ... a measure is the rightful focus of the enterprise. The paper develops the principle of maximizing expected ...- Authors: Christopher Perrin
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management