Investment Fallacies e-bookwill argue that models have ceased to be the primary differentiators when discounting contingent events ... risk. Volatility is thought by many to be the primary risk metric. Easy to calculate and comparable ...
Description: Investment Fallacies: The Best Model Doesn't WinHide
- Authors: Max Rudolph, Society of Actuaries
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
Enterprise Risk Management Meets Unified Valuation SystemEuropean Union is looking at for 2005, their primary source is the Basel II framework, which is designed ... review, and market discipline via disclosure. The primary thing that it does to the regulators is to change ...
Description: There appears to be many similarities between enterprise risk management techniques and the theory underlying the unified valuation system UVS. What are the challenges of each, and can the methods learn from each other? From the Record of the Society of Actuaries, Volume 27, No. 2: Toronto Spring Meeting.June 20–22, 2001, Session 58PD.Hide
- 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