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  • Risk Management, August 2014, Issue 30
    Derivatives Strategy Risk management | AUGUST 2014 | 17 • The notional of the purchased options is equal ... | Risk management Tails, You Lose … | from Page 17 CONTINUED ON PAGE 20 Risk management | AUGUST ...

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    • Authors: Society of Actuaries, B John Manistre, Edward Tom, Grace Koo, Jun He, Benjamin Neff, Barry Franklin, Max Rudolph, Ira Jersey, Timothy S Paris
    • Date: Aug 2014
    • Competency: External Forces & Industry Knowledge; Professional Values; Results-Oriented Solutions; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation
  • Risk Management, August 2014, Issue 30, French Version
    événement extrême. » Gestion du risque | AOÛT 2014 | 17 protections contre les baisses du marché, qui fait ... enregistré une diminution de ces actifs de l’ordre de 17 % depuis le pic de 2010 (graphique 1). On s’attend ...

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    • Authors: Society of Actuaries, B John Manistre, Edward Tom, Grace Koo, Jun He, Benjamin Neff, Barry Franklin, Max Rudolph, Ira Jersey, Timothy S Paris
    • Date: Aug 2014
    • Competency: External Forces & Industry Knowledge; Professional Values; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation
  • Enterprise Risk Management Meets Unified Valuation System
    Enterprise Risk Management Meets ... nonevent. Enterprise Risk Management 17 Table 3 FRM Case Study Risk Element ... M e a n 25 .6 3 4 . 7 M e a n – 5 t h 17 .9 1 7 . 3 Risk management is a competitive ...

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    • 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
  • Enterprise Risk Management
    Enterprise Risk Management Actuaries are trained to measure ... 17 done factoring in the effect of the correlation ... 1 13.1 2.1 0.9 8.1 $38 31 2 5 17 Uncorrelated Total Correlation Effect Correlated ...

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    • Authors: Max Rudolph, Francis Sabatini, Russell Osborn
    • Date: Sep 2000
    • Competency: External Forces & Industry Knowledge>General business skills; Strategic Insight and Integration>Big picture view
    • Publication Name: Record of the Society of Actuaries
    • Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management