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  • A Computation Method for Discounting Stochastic Scenarios Under IFRS 17
    A Computation Method for Discounting Stochastic Scenarios Under IFRS 17 Market consistent valuations require path-dependent discounting for scenarios. IFRS 17's requirement to discount ...

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    • Date: Sep 2019
    • Competency: Results-Oriented Solutions
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
  • The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation
    The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation An Overview of Stochastic Simulation modeling techniques and usages Conditional Tail ...

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    • Authors: Ronald Harasym
    • Date: Sep 2003
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Financial management; Financial Reporting & Accounting; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models