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Modeling Tail Behavior with Extreme Value Theory
a large threshold value u such that we have several data points larger than u. Assume for example, that ... dollars) we choose u to be the 95th percentile, and there are 50 points above u. For each of ...- Authors: Damon D Levine
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Realizing ERM’s Potential: Driving Strategic Execution and Stock Value Growth
Realizing ERM’s Potential: Driving Strategic Execution and Stock Value Growth This article provides ...- Authors: Damon D Levine
- Date: Aug 2015
- Competency: Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
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Enterprise Risk -Reward Optimization: Two Critical Approaches
considerations of these stakeholders are illustrated in Table 1. Table 1. Risk and Reward Stakeholders Board ... robust ERM program. This model should include U.S. Generally Accepted Accounting Principles (GAAP) ...- 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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A New Paradigm for Strategic Risk Management
A New Paradigm for Strategic Risk Management Feature article that defines strategic risk management ... and discusses ways to design and optimize a company’s SRM process. ;; Strategic risks; Enterprise risk ...- Authors: Damon D Levine
- Date: Feb 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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Growth in Stock Price as the ERM Linchpin
Growth in Stock Price as the ERM Linchpin The article provides an introduction to the Stock ... shown. The framework is underpinned by a company's goals as they relate to growth of the value of the ...- Authors: Damon D Levine
- Date: Mar 2015
- Competency: Strategic Insight and Integration
- Topics: Enterprise Risk Management
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Growth in Stock Price as the ERM Linchpin - Abstract
Growth in Stock Price as the ERM Linchpin - Abstract The article provides an introduction to ... shown. The framework is underpinned by a company's goals as they relate to growth of the value of the ...- Authors: Damon D Levine
- Date: Mar 2015
- Competency: Strategic Insight and Integration
- Topics: Enterprise Risk Management
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The GPS Framework: A New Approach to Comprehensive Strategic Risk Management
The GPS Framework: A New Approach to Comprehensive Strategic Risk Management An introduction ... framework provides a portfolio view of a company’s strategic objectives, a return on risk-adjusted capital ...- Authors: Damon D Levine
- Date: Apr 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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The GPS Framework: A New Approach to Comprehensive Strategic Risk Management
The GPS Framework: A New Approach to Comprehensive Strategic Risk Management Abstract: An ... framework provides a portfolio view of a company’s strategic objectives, a return on risk-adjusted capital ...- Authors: Damon D Levine
- Date: Apr 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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ERM at the Speed of Thought: Mitigation of Cognitive Bias in Risk Assessment
In other words, we may define the utility U of w dollars as U(w) = ln(w). Note that this definition meets ... condition: If d > 0 and 0 < x < y, then U(x + d) – U(x) > U(y + d) – U(y). Then we consider the expected ...- Authors: Damon D Levine
- Date: Feb 2016
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Risk Appetite: An Axiomatic Approach
Risk Appetite: An Axiomatic Approach A comprehensive approach for risk appetite, with enterprise ... legal enti- ties to help ensure a desired rating from S&P, AM Best, etc. 3 See the paper “Establishing and ...- Authors: Damon D Levine
- Date: Mar 2017
- Competency: Results-Oriented Solutions>Actionable recommendations
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Compliance; Enterprise Risk Management>Risk appetite