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Systemic Risk in China's Insurance Industry (Chinese)
Systemic Risk in China's Insurance Industry (Chinese) This report looks at identifying ... 通过资本市场对保险业进行风险传染的主体主要为证券行业。随着金融市场 的不断发展,包括 CDS、CDO、MBS、ABS 等在内的多种金融创新产品在证券市 场上发售,保险公司作为机构投资者,会在证券市场上买入这些证券,从而接收 ...- Authors: Lin Zhang
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Relationship Data: The Missing Link of the Current Financial Infrastructure
Relationship Data: The Missing Link of the Current Financial Infrastructure Improving understanding ... regulations;Basel;Collateralized debt obligation=CDO;Counterparty risk;Data quality;Derivatives;Enterprise ...- Authors: Irina S Leonova
- Date: Mar 2015
- Topics: Enterprise Risk Management
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Risk Accounting: A Next Generation Risk Management System for Financial Institutions
obligation (CLO), collaterized debt obligation (CDO) and CDO squared. Indeed, the unmeasured and unreported ... risk weighting of 18 applied to market risk for a CDO is shown in Figure 8 and is derived from the product ...- 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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Insurance Risk Management at Life Insurers: Dynamically Managing Economic Cycles
Insurance Risk Management at Life Insurers: Dynamically Managing Economic Cycles This article discusses ... Money Market Funds Term Life CMO Fixed Annuity CDO Long-term Care CLO Long-term Disability ABS UL ...- Authors: Larry Rubin, Xiaokai Shi
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
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The Law of Risk and Light
SOLVENCY II The collateralized debt obligation (CDO) market prior to the credit crisis provides a stark ... looking at was in the dark: It grew unchecked as the CDO market came to include more and more sub-prime mortgages ...- Authors: David Ingram
- Date: Mar 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Why We Need To Transform Our View Of Risk
What’s the point? The senior tranche is like the AAA CDO tranches retained by the investment banks and the ... Professor Lo gave a very simple example of how CDO tranching works. The example features two identical ...- Authors: Gary Hatfield
- Date: Feb 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Enterprise Risk Management
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The Financial Modelers’ Manifesto
The Financial Modelers’ Manifesto This article describes the financial modelers’ manifesto. Focus is on how difficult ... element involved. Collateralized debt obligation=CDO; 10845 9/1/2009 12:00:00 AM ...- Authors: Emanuel Derman, Paul Wilmott
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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The Game of ‘Pass the Risk’: Then and Now
The Game of ‘Pass the Risk’: Then and Now Financial crises are nothing new. What is unique and ... the recent past. Collateralized debt obligation=CDO;Mortgage-backed securities; 7469 12/1/2008 12:00:00 ...- Authors: Joy Andrea Schwartzman
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Risk Management: The Current Financial Crisis, Lessons Learned and Future Implications
fell. Others were backed by credit default swaps. CDO pools had not been recorded on the balance sheets ... two ways to look at this. Investment banks had CDO positions that were multiples of their capital.- Authors: Society of Actuaries
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Public Policy
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Bubbles, Cycles and Insurers' ERM - What Just Happened?
Bubbles, Cycles and Insurers' ERM - What Just Happened? Interest rates rose from 2004 through 2007, ... others’ missteps. Collateralized debt obligation=CDO;Leverage; 7453 12/1/2008 12:00:00 AM ...- Authors: Paul J Kneuer
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Risk Management at a Leading Canadian Bank: An Actuarial Science Graduate's View
Obligations (CDOs) – Single Tranche Trading – CDO of CDOs (CDO Squareds) 5 5 Goals of Risk Management ... Obligations (CDOs) • Single Tranche Trading • CDO of CDOs (CDO Squareds) 19 19 Risk Management Credit ...- Authors: Yu Zhou
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Operational risks; Finance & Investments>Derivatives
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Companies on the Edge
Companies on the Edge Discussion of leading edge companies. Topics included: ... management;Cash flow testing;Collateralized debt obligation=CDO;Commissions;Counterparty risk;Deterministic models;Discount ...- Authors: Fred A Buck, Mark Davis, Kin K Gee, Bruce E Nickerson, Walter Rugland, Melville J Young
- Date: Oct 1992
- Competency: Leadership>Influence; Relationship Management>Relationships and trust
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Public Policy