1
-
5
of
5
results (0.45 seconds)
Sort By:
-
A Multi-Stakeholder Approach to Capital Adequacy
Approach to Capital Adequacy This paper is Part 1 of a two-part submission. Part 2, “An Alternative Approach ... risk-replicating techniques that directly calculate the cost of capital. Such techniques can be used as a substitute ...- Authors: Robert Painter, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
-
An Alternative to Capital Allocation
evaluate the impact of changes in an insurer’s operations by allocating capital to individual lines of business ... problem in the implementation of the procedure arising from reserve volatility and briefly notes the failure ...- Authors: TOM MATTHEW MCINTYRE, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Stochastic models
-
Economic Capital, Countercyclicality and a “Plausible” ORSA
Countercyclicality and a “Plausible” ORSA Essay on the role of Risk Appetite, Economic Capital and Stress Testing ... budgeting process as part of the Own Risk and Solvency Assessment. Part of the essay collection "Risk ...- Authors: Evren Cubukgil, Wilson Ling
- Date: May 2012
- Competency: Strategic Insight and Integration>Big picture view
- Topics: Enterprise Risk Management>Capital management - ERM
-
Understand ORSA Before Implementing It
Understand ORSA Before Implementing It The National Association of Insurance Commissioners (NAIC) is moving ... a response to the ORSA requirement, insurers will want to understand its genesis and the underlying rationale ...- Authors: Owen J Stein
- Date: May 2012
- Competency: Communication>Written communication; External Forces & Industry Knowledge; Leadership>Change management; Leadership>Thought leadership; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Compliance; Enterprise Risk Management>Governance; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
-
Arbitrage-Free Perspective on Economic Capital Calibration
Arbitrage-Free Perspective on Economic Capital Calibration This article discusses a good way ... capital (tail risk level) that is consistent with the market opinion on its risk. It also establishes a ...- Authors: David Wang
- Date: May 2012
- Competency: Leadership>Thought leadership; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Finance & Investments>Economic value; Finance & Investments>Value at risk - Finance & Investments