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  • Some Key Insights for Computing Credit Solvency Capital Requirements
    Some Key Insights for Computing Credit Solvency Capital Requirements Feature article describing a framework for the computation of ... account recovery rates. Finance, Investments 9/17/2019 12:00:00 AM ...

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    • Authors: Olivier Arnaud Le Courtois FSA,CERA (Olivier), Mohamed Majri, Jeremy Allali
    • Date: Sep 2019
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments
  • A conditional equity risk model for regulatory assessment
    A conditional equity risk model for regulatory assessment This presentation presents a minimal ... risk model for regulatory assessment July 27, 2016 17 / 47 The Brownian Continuous Dampener (BCD) model ...

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    • Authors: Anthony Floryszczak, Mohamed Majri, Jacques Levy Vehel
    • Date: Mar 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments