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Grey Swans: Fifty Shades of Grey - Plausible Stress Testing
Grey Swans: Fifty Shades of Grey - Plausible Stress Testing For the purposes of risk management and stress testing, we characterize a spectrum of plausible extreme events, that we dub Grey Swans, ...- Authors: Gary Nan Tie
- Date: Feb 2016
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Scenario generation
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Target Volatility Fund: An Effective Risk Management Tool for VA?
Target Volatility Fund: An Effective Risk Management Tool for VA? Target volatility, as an investment strategy, has been used by many funds not only as a way to smooth return but also as a way to ...- Authors: Yuhong Xue
- Date: Oct 2012
- Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Product Matters!
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital markets; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset allocation; Life Insurance>Investment strategy - Life Insurance; Modeling & Statistical Methods>Scenario generation
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Grey Swans: Fifty Shades of Grey - Plausible Stress Testing
Grey Swans: Fifty Shades of Grey - Plausible Stress Testing For the purposes of risk management and stress testing, we characterize a spectrum of plausible extreme events, that we dub Grey Swans, ...- Authors: Gary Nan Tie
- Date: Feb 2016
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Scenario generation