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Down But Not Out: A Cost of Capital Approach to Fair Value Risk Margins
experience differs from the best estimate) and iii) a dynamic margin for parameter risk (the risk that the ... of a dynamic loading which arises naturally out of the dual approach. Static and dynamic loadings ...- Authors: B John Manistre
- Date: Sep 2014
- Competency: Leadership>Thought leadership
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Capital markets; Enterprise Risk Management>Risk measurement - ERM