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Towards a Risk Management Profession
C H A I R S P E R S O N ’ S C O R N E RR I S k C u lt u R E & D I S C l O S u R E S Risk management ... dollar amount. The critics point out that large U.S. banks were meeting the Basel II solvency standards ...- Authors: David Ingram
- Date: Aug 2012
- Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Actuarial Profession>Standards of practice; Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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How Many Scenarios?
Newsletter October 2002 – Issue No. 40 A s the Risk Management Task Force was forming, we found ... actuarial problems such as ALM, credit loss, mortality, morbidity, opera- tional risk and equity market ...- Authors: David Ingram
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
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Advancing Risk Management
of the payment amount, not by looking it up in a table or using canned software, but by calculating it ... losses come from areas that are key to many company's fundamental business strategy. A company cannot flee ...- Authors: David Ingram
- Date: Apr 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management
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Worry About Your Own Systemic Risk Exposures
governments, Chinese real estate, U.S. commercial real estate and the additional U.S. mortgage loan losses that ... process for identifying potential bubbles is the 2000 book Irrational Exuberance by Robert Shiller. He ...- Authors: David Ingram
- Date: Jan 2011
- Competency: Strategic Insight and Integration>Management partnership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Economics>Financial markets; Enterprise Risk Management>Systemic risk
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Fatness of Tails
Coefficient of Variance for the Lognormal PDF. Table 2 suggests that very large CoR values are possible ... 10.4 7.6 120% 9.9 10.6 11.5 9.7 6.8 Table 1: Lognormal PDF: CoR Coefficient of Riskiness ...- Authors: David Ingram
- Date: Aug 2015
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Trifurcation: An Approach to Analyzing the Impact of Risk Treatment Alternatives
Trifurcation: ... the following table (we assume the initial investment is $500 million). Table 1 Distribution ... (45.0%) 0.25% (253.92) (50.8%) From the table, we see the likelihood of a critical loss to the ...- Authors: Daniel Bar-Yaacov, David Ingram
- Date: Apr 2012
- Competency: Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Trifurcation: Divide to Conquer Risk
deci- sion making. r i s K i D e n t i f i c At i O n C H A I R S P E R S O N ’ S C O R N E R Risk ... chart 4 eBit gross vs net- earnings tranche r i s K i D e n t i f i c A t i O n The dark line shows ...- Authors: David Ingram, Daniel Bar-Yaacov
- Date: Feb 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Strategic risks; Finance & Investments>Risk measurement - Finance & Investments; Reinsurance>Financial reinsurance
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Into the Tails of Risk: An Exploration of the Treatment of Extreme Risk in Insurance Company Models
For the reader who wishes to check this, an Excel table of values for mean, standard deviation, 99.9th ... 0 2 4 6 8 10 Co ef fic ie nt of Ri sk in es s Coefficient of Variance CoR for Lognormal Distribution ...- Authors: David Ingram
- Date: Feb 2016
- Competency: Communication>Difficult message delivery; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Talking about Capital and Stress
Talking about Capital and Stress In this article the author discusses creating a common language ... than liabilities. Assessment complete. Under the U.S. insurance regulatory regime, the Risk Based Capital ...- Authors: David Ingram
- Date: Jan 2016
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM