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Economic Risk Capital: Part 1
transparency and flexibility going forward. Dynamic models are a good tool not just to manage capital ... probably not adequate when you look at these more dynamic and complex capital models that the rating agencies ...- Authors: Hubert B Mueller, Application Administrator, Jose Siberon
- Date: May 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital
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Enterprise Risk Management Meets Unified Valuation System
there, certainly in terms of the application of dynamic models to the regulatory process. They have implemented ... swaption program, an interest rate cap program, or a dynamic hedging program, all designed to reduce our exposure ...- Authors: Max Rudolph, Francis Sabatini, Robert Wilcox
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management