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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise Risk Management Symposium ... measurement framework using Black-Scholes and Merton’s asset-based models to measure liquidity risk. Banking ...- 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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Group Capital Management in an Increasingly Global Insurance Market
supervision and group capital and its importance in today's increasingly global insurance market. Additionally ... and the Hong Kong Insurance Authority (HKIA). The table below summarizes the number of internationally active ...- Authors: Paul Song, Seong Weon Park, Dean Kerr
- Date: Nov 2023
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management; Enterprise Risk Management>Capital management - ERM; Global Perspectives; Global Perspectives>Global markets; Global Perspectives>Multinational companies