1
-
2
of
2
results (0.25 seconds)
Sort By:
-
From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM
From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM To deal with future correlation crises, the author suggests the implementation of ‘’quanlitative analysts’’ ...- Authors: Stephane Loisel
- Date: Aug 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systematic risk; Modeling & Statistical Methods>Dynamic simulation models
-
Insurance Regulation: the 1-year 99.5% VaR Fallacy
Insurance Regulation: the 1-year 99.5% VaR Fallacy European insurance regulation pretends to capture and rely on the 1-year 1-in-200 VaR. But there cannot exist any scientific calibration of such ...- Authors: Sylvestre Frezal
- Date: Aug 2017
- Competency: Strategic Insight and Integration>Effective decision-making; 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>Risk measurement - ERM; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Extreme value theory; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods