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Capital Approach to Credit and Liquidity Spreads
Capital Approach to Credit and Liquidity Spreads The Market Cost of Capital approach has emerged as the standard for estimating risk margins for insurers' fair value balance sheets. This ...- Authors: B John Manistre
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Capital management - ERM
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A Cost of Capital Approach to Credit and Liquidity Spreads
A Cost of Capital Approach to Credit and Liquidity Spreads The Market Cost of Capital approach has emerged as the standard for estimating risk margins for insurers' fair value balance ...- Authors: B John Manistre
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Capital management - ERM
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Down But Not Out: A Cost of Capital Approach to Fair Value Risk Margins
Down But Not Out: A Cost of Capital Approach to Fair Value Risk Margins This paper develops a conceptually rigorous formulation of the cost of capital method for estimating margins for mortality, ...- Authors: B John Manistre
- Date: Sep 2014
- Competency: Leadership>Thought leadership
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Capital markets; Enterprise Risk Management>Risk measurement - ERM