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Cash Flow Risk Management – In Good Times and Bad
Cash Flow Risk Management – In Good Times and Bad 2011 SOA Enterprise Risk Management Symposium, ... and then applies risk management techniques to the U.S. steel industry using futures contract hedging.- Authors: Application Administrator, Application Administrator
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture
accumulation benefits=GMAB;Lapse rates=Lapses;Mortality assumption;Policyholder behavior;Risk measurement;Value ... measurement;Value at risk=VAR;Variable annuities;Mortality risk; 8443 4/1/2006 12:00:00 AM ...- Authors: Guanghua Cao
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
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Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
derivatives and the asso- ciated insurance on the U.S. subprime mortgage market lead to the interna- ∗All ... business to a small change in an assumption, such as mortality or lapse. As the use of market guarantees have ...- Authors: Steven Craighead
- Date: Mar 2011
- Competency: Results-Oriented Solutions; 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
Hedging Policy ... Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy1 ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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The Influence of Enterprise Risk Management on Insurers’ Stock Market Performance: An Event Analysis
Following the long bull market from 1982 to 2000, the world stock market crashed in 2002. ... losses in the U.S. capital market was calculated at USD 7,000 billion since March 2000. In the insurance sector ...- Authors: MADHUSUDAN ACHARYYA
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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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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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 ... Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise Risk Management Symposium ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Public Policy
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Capital Allocation in the Property-Liability Insurance Industry
Capital Allocation in the Property-Liability Insurance Industry This is Table 2 from a March ... Property-Liability Insurance Industry This is Table 2 from a March 2011 presentation at the 2011 Enterprise ...- Authors: Stephen P D'Arcy
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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An Alternative Frequency Dependence Model and its Applications
calculate its total operational risk exposure.” (U.S. Office of the Federal Register, National Archives ... n= = . If 1( ,..., ) nC u u is the distribution function of 1( , , ) nU U , then the distribution ...- Authors: SHUBIAO LI
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods
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The Strategic Implications of Enterprise Risk Management: A Framework
Risk in the 21st Century”, Fortune (February 7, 2000): 202, said, “Risk—let’s get this straight up front—is ... Standard • Airmic • RIMS Risk Maturity Model • U.S. Federal Aviation Administration Safety Risk Management ...- Authors: Ezeosa Dafikpaku
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives