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From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM
and the Need for ‘Quanls’ in ERM To deal with future correlation crises, the author suggests the implementation ... implementation of ‘’quanlitative analysts’’ (‘Quanls’) in the enterprise risk management (ERM) process: ...- Authors: Stephane Loisel
- Date: Aug 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systematic risk; Modeling & Statistical Methods>Dynamic simulation models
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From Liquidity Crisis to Correlation Crisis, and the Need for “Quanls” in ERM
Crisis, and the Need for “Quanls” in ERM The liquidity crisis and the insufficient depth of the market led ... be considered as close to mutually independent in the classical regime suddenly became strongly positively ...- Authors: Stephane Loisel
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management