Description: This report reviews the academic literature on risk aggregation and diversification as well as the regulatory approaches. We will point out the advantages and disadvantages of the different approaches with a focus on model risk issues.

Description: An exploration of risk management challenges in the Middle East, including historical overcapitalization, inadequate data and governance issues.

Description: Most reasonable risk mitigation strategies provide benefit in some circumstances, but come at a cost that adversely affects results in other scenarios. A research paper by the authors considers the view of multiple stakeholders to answer this question, resulting in a process they call Trifurcation.

Description: A framework to measure and evaluate the risk-adjusted investment performance given the characteristics of the insurance liability.