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A conditional equity risk model for regulatory assessment
July 27, 2016 4 / 47 Motivations Illustration S&P 500 losses between December 1927 and December 2014 ... July 27, 2016 5 / 47 Motivations Illustration S&P 500 losses between December 1927 and December 2014 ...- Authors: Anthony Floryszczak, Mohamed Majri, Jacques Levy Vehel
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Some Key Insights for Computing Credit Solvency Capital Requirements
approach. We construct the bond portfolio in Table 1 for conducting our illustration. Note that we ... methods. The latter test yields the results in Table 2. Table 2 Kolmogorov-Smirnov Statistics and P-Values ...- 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